+206.5%
FITB vs AG
+76.0%
+130.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | +2.8% | -10.0% | +12.7% | +3.3% |
| 30D | +9.8% | -10.5% | +20.3% | +10.4% |
| 3M | -5.2% | -27.3% | +22.1% | -3.8% |
| 6M | +17.3% | -43.0% | +60.3% | +20.2% |
| YTD | +19.3% | -17.9% | +37.2% | +18.9% |
| 1Y | +32.7% | +11.9% | +20.8% | +29.9% |
| 3Y | +141.6% | +201.8% | -60.2% | +118.2% |
| 5Y | +48.9% | -0.1% | +48.9% | +40.2% |
| All | +206.5% | +76.0% | +130.5% | +181.8% |
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