+283.9%
FITB vs ACGL
+263.8%
+20.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +1.1% |
| 7D | +2.8% | -2.9% | +5.8% | +5.0% |
| 30D | -4.5% | -2.8% | -1.7% | -2.7% |
| 3M | +5.7% | +6.8% | -1.2% | 0.0% |
| 6M | +17.1% | -1.5% | +18.7% | +17.2% |
| YTD | +18.3% | -0.2% | +18.6% | +16.8% |
| 1Y | +23.9% | +5.3% | +18.6% | +17.0% |
| 3Y | +131.1% | +30.3% | +100.8% | +72.1% |
| 5Y | +71.1% | +151.8% | -80.7% | -31.2% |
| 10Y | +283.9% | +266.9% | +17.0% | +23.3% |
| All | +283.9% | +263.8% | +20.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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