+284.0%
FITB vs AU
+699.0%
-415.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.3% | -4.3% | +4.0% | -0.3% |
| 30D | -5.7% | +7.3% | -13.0% | -5.7% |
| 3M | +3.2% | +26.3% | -23.2% | +3.2% |
| 6M | +23.4% | +1.8% | +21.6% | +23.4% |
| YTD | +18.8% | +26.8% | -8.0% | +18.9% |
| 1Y | +25.0% | +66.7% | -41.7% | +25.4% |
| 3Y | +131.2% | +579.1% | -447.9% | +134.2% |
| 5Y | +70.7% | +689.3% | -618.7% | +73.3% |
| All | +284.0% | +699.0% | -415.0% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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