+143.8%
FITB vs AA
+67.3%
+76.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +1.3% |
| 7D | -1.1% | +4.8% | -5.9% | -2.1% |
| 30D | +7.3% | -0.6% | +8.0% | +7.3% |
| 3M | -4.0% | -16.3% | +12.3% | -1.0% |
| 6M | +11.9% | -33.4% | +45.3% | +19.7% |
| YTD | +19.0% | -20.7% | +39.7% | +20.2% |
| 1Y | +31.0% | +12.9% | +18.1% | +20.6% |
| 3Y | +143.8% | +75.7% | +68.1% | +70.2% |
| All | +143.8% | +67.3% | +76.4% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling