-6.8%
AA vs FHN
+63.2%
-70.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.6% | +5.0% |
| 7D | +4.8% | -0.5% | +5.3% | +5.1% |
| 30D | -0.6% | +1.9% | -2.6% | -1.4% |
| 3M | -16.3% | -6.9% | -9.3% | -14.1% |
| 6M | -33.4% | -3.1% | -30.3% | -33.0% |
| YTD | -20.7% | +0.6% | -21.3% | -21.6% |
| 1Y | +12.9% | +12.4% | +0.6% | +7.1% |
| 3Y | +75.7% | +133.7% | -58.0% | +33.3% |
| 5Y | -6.8% | +61.4% | -68.2% | -27.8% |
| All | -6.8% | +63.2% | -70.0% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling