+283.9%
FITB vs ACM
+128.0%
+155.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.1% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | -4.5% | -12.9% | +8.4% | +3.0% |
| 3M | +5.7% | -6.4% | +12.0% | +7.8% |
| 6M | +17.1% | -29.2% | +46.3% | +42.7% |
| YTD | +18.3% | -29.9% | +48.3% | +43.2% |
| 1Y | +23.9% | -47.3% | +71.2% | +80.6% |
| 3Y | +131.1% | -19.6% | +150.7% | +142.2% |
| 5Y | +71.1% | +5.5% | +65.6% | +43.7% |
| 10Y | +283.9% | +129.7% | +154.2% | +90.1% |
| All | +283.9% | +128.0% | +155.9% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling