+71.1%
FITB vs AA
+17.0%
+54.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | +2.8% | +1.7% | +1.2% | +2.4% |
| 30D | -4.5% | +3.3% | -7.8% | -5.5% |
| 3M | +5.7% | -29.4% | +35.1% | +13.4% |
| 6M | +17.1% | -12.8% | +29.9% | +18.0% |
| YTD | +18.3% | -2.1% | +20.5% | +15.1% |
| 1Y | +23.9% | +62.8% | -38.9% | +4.9% |
| 3Y | +131.1% | +90.5% | +40.6% | +77.6% |
| 5Y | +71.1% | +19.1% | +52.0% | +32.8% |
| All | +71.1% | +17.0% | +54.0% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling