+12.4%
AA vs FHN
+86.2%
-73.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.2% | -1.9% | -1.2% |
| 30D | +5.0% | -4.7% | +9.7% | +6.8% |
| 3M | -35.8% | +3.5% | -39.4% | -37.0% |
| 6M | -18.4% | +7.8% | -26.2% | -21.4% |
| YTD | -5.5% | +5.9% | -11.4% | -8.4% |
| 1Y | +61.0% | +12.5% | +48.5% | +51.5% |
| 3Y | +66.2% | +117.2% | -51.0% | +25.6% |
| All | +12.4% | +86.2% | -73.8% | -25.3% |
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