+68.4%
FITB vs ACM
+2.7%
+65.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.9% |
| 7D | -0.4% | -3.7% | +3.3% | +1.4% |
| 30D | -5.1% | -12.7% | +7.5% | +0.4% |
| 3M | +3.5% | -9.8% | +13.3% | +7.3% |
| 6M | +17.2% | -31.4% | +48.6% | +40.2% |
| YTD | +17.6% | -32.1% | +49.7% | +39.8% |
| 1Y | +23.4% | -47.8% | +71.2% | +70.3% |
| 3Y | +129.7% | -22.1% | +151.8% | +136.2% |
| 5Y | +68.4% | +1.8% | +66.6% | +44.4% |
| All | +68.4% | +2.7% | +65.7% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling