+69.8%
FITB vs AGI
+389.6%
-319.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.5% |
| 7D | -1.0% | -5.3% | +4.3% | -0.8% |
| 30D | -5.5% | +6.8% | -12.3% | -5.7% |
| 3M | +4.1% | +8.3% | -4.2% | +3.7% |
| 6M | +18.7% | -29.2% | +48.0% | +19.8% |
| YTD | +18.2% | -7.3% | +25.4% | +18.0% |
| 1Y | +23.7% | +8.0% | +15.6% | +22.6% |
| 3Y | +130.8% | +206.6% | -75.8% | +111.0% |
| 5Y | +69.8% | +398.1% | -328.4% | +52.6% |
| All | +69.8% | +389.6% | -319.8% | +52.6% |
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