+355.9%
APH vs FITB
+71.5%
+284.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | -3.9% | -4.7% | +0.9% | -2.2% |
| 3M | +13.0% | +6.7% | +6.3% | +9.9% |
| 6M | +25.2% | +12.6% | +12.6% | +19.2% |
| YTD | +22.9% | +19.1% | +3.8% | +14.2% |
| 1Y | +47.8% | +22.6% | +25.2% | +35.4% |
| 3Y | +283.0% | +127.1% | +155.9% | +174.0% |
| All | +355.9% | +71.5% | +284.4% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling