+25.0%
FITB vs AME
+29.6%
-4.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -1.1% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | -5.7% | -6.4% | +0.8% | -2.5% |
| 3M | +3.2% | +7.1% | -3.9% | -0.8% |
| 6M | +23.4% | +8.2% | +15.2% | +17.3% |
| YTD | +18.8% | +18.2% | +0.6% | +7.4% |
| 1Y | +25.0% | +26.7% | -1.8% | +6.1% |
| All | +25.0% | +29.6% | -4.6% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling