+979.4%
FITB vs ACGL
+4,853.1%
-3,873.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.7% |
| 7D | -1.5% | +0.9% | -2.4% | -2.0% |
| 30D | +5.8% | +13.7% | -7.9% | -1.0% |
| 3M | -6.1% | +8.0% | -14.2% | -10.0% |
| 6M | +5.9% | +13.3% | -7.3% | -1.3% |
| YTD | +16.1% | +11.8% | +4.3% | +8.5% |
| 1Y | +28.8% | +22.2% | +6.6% | +15.1% |
| 3Y | +126.0% | +32.5% | +93.5% | +87.7% |
| 5Y | +45.3% | +160.2% | -114.9% | -16.3% |
| 10Y | +255.4% | +338.5% | -83.1% | +65.4% |
| All | +979.4% | +4,853.1% | -3,873.7% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling