+1.2%
AAL vs FHN
+13.7%
-12.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | -0.3% | +2.7% | -3.0% | -2.1% |
| 30D | -19.0% | -3.1% | -15.9% | -17.3% |
| 3M | -5.1% | +2.3% | -7.4% | -6.5% |
| 6M | +15.5% | +9.7% | +5.7% | +8.4% |
| YTD | -15.8% | +4.7% | -20.5% | -17.8% |
| All | +1.2% | +13.7% | -12.5% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling