+71.1%
FITB vs ACI
-44.9%
+116.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +2.8% | -2.6% | +5.4% | +3.2% |
| 30D | -4.5% | +1.1% | -5.6% | -4.7% |
| 3M | +5.7% | -23.6% | +29.3% | +8.9% |
| 6M | +17.1% | -29.9% | +47.1% | +21.9% |
| YTD | +18.3% | -26.9% | +45.2% | +22.0% |
| 1Y | +23.9% | -34.2% | +58.1% | +29.7% |
| 3Y | +131.1% | -43.6% | +174.7% | +146.7% |
| 5Y | +71.1% | -42.4% | +113.5% | +79.0% |
| All | +71.1% | -44.9% | +116.0% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling