+206.5%
FITB vs ACM
+132.6%
+73.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.7% |
| 7D | +2.8% | +5.6% | -2.9% | -1.0% |
| 30D | +9.8% | +20.8% | -11.0% | -3.3% |
| 3M | -5.2% | +11.4% | -16.6% | -12.6% |
| 6M | +17.3% | +0.9% | +16.4% | +13.1% |
| YTD | +19.3% | -24.8% | +44.1% | +37.9% |
| 1Y | +32.7% | -46.4% | +79.1% | +94.6% |
| 3Y | +141.6% | -9.2% | +150.8% | +131.2% |
| 5Y | +48.9% | +5.0% | +43.9% | +25.0% |
| All | +206.5% | +132.6% | +73.9% | +50.3% |
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