+47.2%
FITB vs ACGL
+176.7%
-129.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.8% | -1.2% | +2.0% | +1.3% |
| 30D | +7.3% | +12.8% | -5.5% | +2.1% |
| 3M | -6.3% | +12.3% | -18.6% | -10.9% |
| 6M | +12.6% | +15.8% | -3.3% | +5.2% |
| YTD | +18.0% | +13.9% | +4.1% | +10.9% |
| 1Y | +28.9% | +19.0% | +9.9% | +18.7% |
| 3Y | +139.4% | +33.7% | +105.7% | +103.4% |
| 5Y | +47.2% | +173.4% | -126.2% | -32.2% |
| All | +47.2% | +176.7% | -129.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling