+121.8%
FITB vs AGI
+4,206.7%
-4,085.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.8% | -10.1% | +12.9% | +3.1% |
| 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% | +18.5% |
| YTD | +19.3% | -25.6% | +44.9% | +19.8% |
| 1Y | +32.7% | -14.2% | +46.9% | +32.7% |
| 3Y | +141.6% | +127.3% | +14.3% | +133.8% |
| 5Y | +48.9% | +241.8% | -192.9% | +41.9% |
| 10Y | +216.5% | +381.8% | -165.3% | +193.2% |
| All | +121.8% | +4,206.7% | -4,085.0% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling