+45.0%
AA vs FHN
+94.7%
-49.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | -5.0% | +2.1% | -7.1% | -6.1% |
| 3M | -22.2% | -6.0% | -16.2% | -19.7% |
| 6M | -36.3% | -2.9% | -33.4% | -35.8% |
| YTD | -24.2% | +0.7% | -24.9% | -25.6% |
| 1Y | +3.9% | +11.0% | -7.1% | -3.6% |
| 3Y | +67.6% | +130.3% | -62.7% | -0.2% |
| 5Y | -8.8% | +61.3% | -70.1% | -43.0% |
| 10Y | +45.0% | +89.6% | -44.6% | -19.1% |
| All | +45.0% | +94.7% | -49.8% | -19.1% |
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