+131.1%
FITB vs AA
+89.1%
+42.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | +2.8% | +1.7% | +1.2% | +2.5% |
| 30D | -4.5% | +3.3% | -7.8% | -5.4% |
| 3M | +5.7% | -29.4% | +35.1% | +13.0% |
| 6M | +17.1% | -12.8% | +29.9% | +17.8% |
| YTD | +18.3% | -2.1% | +20.5% | +14.9% |
| 1Y | +23.9% | +62.8% | -38.9% | +4.2% |
| 3Y | +131.1% | +90.5% | +40.6% | +66.1% |
| All | +131.1% | +89.1% | +42.0% | +66.1% |
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