-32.5%
AAL vs FHN
+88.9%
-121.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -1.4% |
| 30D | -19.0% | -3.1% | -15.9% | -17.9% |
| 3M | -5.1% | +2.3% | -7.4% | -5.9% |
| 6M | +15.5% | +9.7% | +5.7% | +11.2% |
| YTD | -15.8% | +4.7% | -20.5% | -17.1% |
| 1Y | -0.3% | +13.8% | -14.1% | -5.5% |
| 3Y | -7.7% | +131.6% | -139.2% | -30.0% |
| 5Y | -32.5% | +91.1% | -123.7% | -52.9% |
| All | -32.5% | +88.9% | -121.4% | -52.9% |
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