+69.8%
FITB vs AU
+673.1%
-603.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.6% |
| 7D | -1.0% | -7.0% | +6.0% | -0.8% |
| 30D | -5.5% | +7.3% | -12.8% | -5.8% |
| 3M | +4.1% | +33.2% | -29.1% | +2.9% |
| 6M | +18.7% | -0.6% | +19.3% | +18.3% |
| YTD | +18.2% | +26.2% | -8.0% | +16.6% |
| 1Y | +23.7% | +68.3% | -44.6% | +20.9% |
| 3Y | +130.8% | +592.1% | -461.4% | +108.6% |
| 5Y | +69.8% | +685.3% | -615.5% | +54.5% |
| All | +69.8% | +673.1% | -603.3% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling