+23.9%
FITB vs ACM
-47.1%
+71.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -4.5% | -12.9% | +8.4% | -2.5% |
| 3M | +5.7% | -6.4% | +12.0% | +6.5% |
| 6M | +17.1% | -29.2% | +46.3% | +24.0% |
| YTD | +18.3% | -29.9% | +48.3% | +25.8% |
| 1Y | +23.9% | -47.3% | +71.2% | +36.9% |
| All | +23.9% | -47.1% | +71.0% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling