+120.0%
FITB vs AGI
+5,381.0%
-5,261.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | +2.8% | +4.4% | -1.6% | +2.7% |
| 30D | -4.5% | +10.0% | -14.5% | -4.8% |
| 3M | +5.7% | +1.7% | +3.9% | +5.5% |
| 6M | +17.1% | -26.8% | +43.9% | +17.9% |
| YTD | +18.3% | -5.3% | +23.7% | +18.1% |
| 1Y | +23.9% | +11.5% | +12.4% | +23.0% |
| 3Y | +131.1% | +212.9% | -81.8% | +121.8% |
| 5Y | +71.1% | +388.8% | -317.7% | +61.5% |
| 10Y | +283.9% | +383.6% | -99.7% | +256.2% |
| All | +120.0% | +5,381.0% | -5,261.0% | +83.7% |
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