+285.6%
FITB vs AME
+425.2%
-139.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -1.5% |
| 30D | -5.1% | -6.6% | +1.4% | +0.5% |
| 3M | +3.5% | +3.0% | +0.6% | +0.2% |
| 6M | +17.2% | +5.3% | +11.9% | +10.8% |
| YTD | +17.6% | +15.4% | +2.2% | +2.1% |
| 1Y | +23.4% | +26.8% | -3.5% | -2.2% |
| 3Y | +129.7% | +56.5% | +73.2% | +46.2% |
| 5Y | +68.4% | +85.2% | -16.8% | -9.8% |
| 10Y | +285.6% | +428.5% | -142.9% | -8.6% |
| All | +285.6% | +425.2% | -139.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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