-95.0%
AAOX vs FHN
+7.5%
-102.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.5% | -11.3% | -10.8% |
| 7D | -3.4% | +2.1% | -5.5% | -3.1% |
| 30D | -72.8% | +3.8% | -76.6% | -72.2% |
| 3M | -90.7% | -8.9% | -81.7% | -91.0% |
| 6M | -98.2% | +1.8% | -100.0% | -97.8% |
| All | -95.0% | +7.5% | -102.5% | -95.1% |
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 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