+271.3%
FITB vs ACI
+25.9%
+245.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -4.7% | +5.9% | -10.6% | -5.2% |
| 3M | +6.7% | -19.8% | +26.5% | +8.3% |
| 6M | +12.6% | -24.7% | +37.3% | +14.7% |
| YTD | +19.1% | -24.4% | +43.5% | +21.2% |
| 1Y | +22.6% | -31.5% | +54.1% | +25.8% |
| 3Y | +127.1% | -38.7% | +165.8% | +134.3% |
| 5Y | +71.8% | -42.8% | +114.6% | +75.7% |
| All | +271.3% | +25.9% | +245.4% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling