+224.4%
FITB vs AG
+64.1%
+160.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.5% | 0.0% |
| 7D | +0.5% | +6.0% | -5.5% | +0.2% |
| 30D | +7.0% | -13.5% | +20.6% | +7.7% |
| 3M | -4.4% | -20.7% | +16.3% | -3.4% |
| 6M | +11.6% | -31.5% | +43.1% | +13.1% |
| YTD | +18.6% | -10.1% | +28.8% | +17.7% |
| 1Y | +29.8% | +26.0% | +3.8% | +26.3% |
| 3Y | +140.7% | +228.9% | -88.2% | +116.7% |
| 5Y | +48.6% | +8.7% | +39.9% | +39.5% |
| 10Y | +224.4% | +71.9% | +152.5% | +196.9% |
| All | +224.4% | +64.1% | +160.3% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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