+141.6%
FITB vs AGI
+127.5%
+14.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.8% | -10.1% | +12.9% | +3.0% |
| 30D | +9.8% | -6.5% | +16.3% | +9.9% |
| 3M | -5.2% | -12.8% | +7.7% | -4.9% |
| 6M | +17.3% | -34.3% | +51.6% | +18.1% |
| YTD | +19.3% | -25.6% | +44.9% | +19.8% |
| 1Y | +32.7% | -14.2% | +46.9% | +33.3% |
| 3Y | +141.6% | +127.3% | +14.3% | +108.8% |
| All | +141.6% | +127.5% | +14.1% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling