+244.2%
FITB vs ACWI
+219.0%
+25.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | -2.4% | +0.8% | +1.5% |
| 30D | +5.8% | -5.2% | +11.0% | +13.4% |
| 3M | -6.1% | -4.8% | -1.3% | +0.1% |
| 6M | +5.9% | -1.3% | +7.3% | +6.7% |
| YTD | +16.1% | +8.4% | +7.7% | +2.3% |
| 1Y | +28.8% | +11.0% | +17.8% | +9.8% |
| 3Y | +126.0% | +70.6% | +55.5% | +3.7% |
| 5Y | +45.3% | +55.3% | -10.0% | -22.5% |
| All | +244.2% | +219.0% | +25.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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