+167.7%
FITB vs ALC
+31.8%
+135.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.3% |
| 7D | -1.5% | +4.9% | -6.4% | -4.0% |
| 30D | +5.8% | +19.0% | -13.1% | -3.2% |
| 3M | -6.1% | +7.8% | -13.9% | -10.0% |
| 6M | +5.9% | +14.6% | -8.6% | -2.0% |
| YTD | +16.1% | -4.4% | +20.5% | +16.8% |
| 1Y | +28.8% | +1.4% | +27.4% | +25.3% |
| 3Y | +126.0% | +2.5% | +123.5% | +108.7% |
| 5Y | +45.3% | -10.9% | +56.2% | +42.5% |
| All | +167.7% | +31.8% | +135.9% | +81.1% |
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