+124.8%
AA vs FHN
+126.5%
-1.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.2% |
| 7D | +1.7% | +2.7% | -1.0% | +0.1% |
| 30D | +3.3% | -3.1% | +6.4% | +4.9% |
| 3M | -29.4% | +2.3% | -31.8% | -30.9% |
| 6M | -12.8% | +9.7% | -22.5% | -18.4% |
| YTD | -2.1% | +4.7% | -6.9% | -6.0% |
| 1Y | +62.8% | +13.8% | +49.0% | +47.5% |
| 3Y | +90.5% | +131.6% | -41.1% | +12.6% |
| 5Y | +19.1% | +91.1% | -72.1% | -34.0% |
| 10Y | +124.8% | +126.6% | -1.9% | +1.9% |
| All | +124.8% | +126.5% | -1.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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