+76.5%
APO vs FITB
+49.1%
+27.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.1% |
| 7D | +2.3% | -1.1% | +3.4% | +3.2% |
| 30D | +3.0% | +7.3% | -4.4% | -1.3% |
| 3M | -3.7% | -4.0% | +0.3% | -1.2% |
| 6M | -7.5% | +11.9% | -19.4% | -14.1% |
| YTD | -14.5% | +19.0% | -33.5% | -23.9% |
| 1Y | -6.2% | +31.0% | -37.2% | -21.4% |
| 3Y | +51.9% | +143.8% | -91.9% | -11.1% |
| 5Y | +76.5% | +48.9% | +27.6% | +36.4% |
| All | +76.5% | +49.1% | +27.3% | +36.4% |
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