+174.7%
FITB vs ALC
+24.0%
+150.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.9% |
| 7D | +0.6% | -2.1% | +2.7% | +1.7% |
| 30D | -4.7% | -0.1% | -4.6% | -4.9% |
| 3M | +6.7% | +5.9% | +0.8% | +3.1% |
| 6M | +12.6% | -15.9% | +28.5% | +21.7% |
| YTD | +19.1% | -10.1% | +29.2% | +24.0% |
| 1Y | +22.6% | -10.2% | +32.9% | +27.1% |
| 3Y | +127.1% | -13.6% | +140.7% | +131.8% |
| 5Y | +71.8% | -15.1% | +87.0% | +72.3% |
| All | +174.7% | +24.0% | +150.7% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling