+284.0%
FITB vs AGI
+392.3%
-108.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.3% | -2.7% | +2.5% | -0.3% |
| 30D | -5.7% | +7.2% | -12.9% | -5.6% |
| 3M | +3.2% | +4.3% | -1.1% | +3.2% |
| 6M | +23.4% | -27.1% | +50.5% | +23.1% |
| YTD | +18.8% | -6.6% | +25.4% | +18.9% |
| 1Y | +25.0% | +9.5% | +15.5% | +25.4% |
| 3Y | +131.2% | +208.4% | -77.2% | +134.3% |
| 5Y | +70.7% | +401.6% | -331.0% | +75.4% |
| All | +284.0% | +392.3% | -108.3% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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