+75.7%
AA vs FHN
+129.2%
-53.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.6% | +4.5% |
| 7D | +4.8% | -0.5% | +5.3% | +5.2% |
| 30D | -0.6% | +1.9% | -2.6% | -1.8% |
| 3M | -16.3% | -6.9% | -9.3% | -12.9% |
| 6M | -33.4% | -3.1% | -30.3% | -32.9% |
| YTD | -20.7% | +0.6% | -21.3% | -22.4% |
| 1Y | +12.9% | +12.4% | +0.6% | +2.8% |
| 3Y | +75.7% | +133.7% | -58.0% | -9.1% |
| All | +75.7% | +129.2% | -53.5% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling