+137.9%
FITB vs ACI
-33.9%
+171.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | +5.8% | +10.3% | -4.5% | +5.1% |
| 3M | -6.1% | +7.2% | -13.3% | -6.6% |
| 6M | +5.9% | -18.0% | +23.9% | +7.0% |
| YTD | +16.1% | -22.0% | +38.1% | +17.1% |
| 1Y | +28.8% | -23.4% | +52.2% | +30.2% |
| All | +137.9% | -33.9% | +171.8% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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