+2,896.1%
FITB vs AME
+18,709.1%
-15,813.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -4.7% | -6.7% | +1.9% | -1.2% |
| 3M | +6.7% | +4.1% | +2.6% | +4.1% |
| 6M | +12.6% | +1.6% | +11.0% | +11.2% |
| YTD | +19.1% | +16.1% | +3.0% | +9.6% |
| 1Y | +22.6% | +27.3% | -4.7% | +7.2% |
| 3Y | +127.1% | +50.9% | +76.3% | +80.8% |
| 5Y | +71.8% | +81.4% | -9.6% | +24.9% |
| 10Y | +287.2% | +417.0% | -129.8% | +79.0% |
| All | +2,896.1% | +18,709.1% | -15,813.0% | +564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling