+172.9%
FITB vs ALC
+21.6%
+151.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +2.8% | -3.7% | +6.5% | +4.8% |
| 30D | -4.5% | -3.7% | -0.8% | -2.8% |
| 3M | +5.7% | +4.6% | +1.1% | +2.8% |
| 6M | +17.1% | -14.6% | +31.7% | +25.5% |
| YTD | +18.3% | -11.9% | +30.2% | +24.4% |
| 1Y | +23.9% | -13.1% | +37.0% | +30.7% |
| 3Y | +131.1% | -15.0% | +146.1% | +137.8% |
| 5Y | +71.1% | -16.2% | +87.3% | +72.5% |
| All | +172.9% | +21.6% | +151.3% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling