+285.6%
FITB vs AG
+64.8%
+220.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -5.1% | +12.5% | -17.6% | -5.8% |
| 3M | +3.5% | +28.2% | -24.6% | +1.9% |
| 6M | +17.2% | -18.8% | +36.1% | +17.8% |
| YTD | +17.6% | +27.4% | -9.7% | +14.8% |
| 1Y | +23.4% | +132.2% | -108.8% | +15.8% |
| 3Y | +129.7% | +286.9% | -157.1% | +104.8% |
| 5Y | +68.4% | +72.8% | -4.4% | +54.3% |
| 10Y | +285.6% | +74.6% | +211.0% | +243.1% |
| All | +285.6% | +64.8% | +220.8% | +243.1% |
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