+285.6%
FITB vs AA
+121.9%
+163.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -5.1% | -1.6% | -3.6% | -5.1% |
| 3M | +3.5% | -29.8% | +33.3% | +14.3% |
| 6M | +17.2% | -16.6% | +33.8% | +20.1% |
| YTD | +17.6% | -4.0% | +21.7% | +13.9% |
| 1Y | +23.4% | +63.5% | -40.2% | -1.8% |
| 3Y | +129.7% | +86.8% | +43.0% | +61.6% |
| 5Y | +68.4% | +12.4% | +56.0% | +24.3% |
| 10Y | +285.6% | +132.3% | +153.3% | +46.5% |
| All | +285.6% | +121.9% | +163.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling