+44.7%
FITB vs ACM
-2.7%
+47.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | +5.4% | -6.9% | -4.0% |
| 30D | +5.8% | +15.1% | -9.3% | -1.0% |
| 3M | -6.1% | -10.5% | +4.4% | -1.9% |
| 6M | +5.9% | -19.7% | +25.6% | +16.3% |
| YTD | +16.1% | -28.8% | +44.9% | +34.7% |
| 1Y | +28.8% | -47.9% | +76.7% | +80.1% |
| 3Y | +126.0% | -12.4% | +138.4% | +114.7% |
| All | +44.7% | -2.7% | +47.4% | +23.7% |
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