+141.6%
FITB vs AME
+64.2%
+77.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +2.8% | +5.9% | -3.1% | -0.4% |
| 30D | +9.8% | -1.9% | +11.7% | +10.4% |
| 3M | -5.2% | -5.4% | +0.2% | -2.7% |
| 6M | +17.3% | +4.9% | +12.4% | +12.7% |
| YTD | +19.3% | +18.5% | +0.8% | +5.7% |
| 1Y | +32.7% | +25.5% | +7.2% | +13.4% |
| 3Y | +141.6% | +63.0% | +78.6% | +72.0% |
| All | +141.6% | +64.2% | +77.4% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling