+135.5%
FITB vs AME
+54.4%
+81.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | -4.7% | -6.7% | +1.9% | -0.8% |
| 3M | +6.7% | +4.1% | +2.6% | +3.7% |
| 6M | +12.6% | +1.6% | +11.0% | +10.7% |
| YTD | +19.1% | +16.1% | +3.0% | +7.6% |
| 1Y | +22.6% | +27.3% | -4.7% | +4.3% |
| All | +135.5% | +54.4% | +81.1% | +65.6% |
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 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