-90.7%
AAOX vs FHN
-7.7%
-83.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.4% |
| 7D | +22.0% | +1.3% | +20.8% | +20.3% |
| 30D | -76.8% | +2.8% | -79.6% | -76.4% |
| 3M | -90.7% | -8.9% | -81.8% | -88.7% |
| All | -90.7% | -7.7% | -83.1% | -88.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling