+47.5%
FITB vs AGI
+243.7%
-196.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.8% | -10.1% | +12.9% | +3.2% |
| 30D | +9.8% | -6.5% | +16.3% | +10.0% |
| 3M | -5.2% | -12.8% | +7.7% | -4.8% |
| 6M | +17.3% | -34.3% | +51.6% | +18.9% |
| YTD | +19.3% | -25.6% | +44.9% | +19.9% |
| 1Y | +32.7% | -14.2% | +46.9% | +32.7% |
| 3Y | +141.6% | +127.3% | +14.3% | +121.0% |
| All | +47.5% | +243.7% | -196.3% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling