-70.2%
AAOX vs FHN
+12.3%
-82.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.7% | -9.2% | -8.1% |
| 7D | +5.4% | -0.8% | +6.2% | +5.1% |
| 30D | -47.7% | -2.6% | -45.1% | -48.1% |
| 3M | -78.6% | +0.8% | -79.5% | -76.4% |
| All | -70.2% | +12.3% | -82.5% | -70.6% |
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 · Available span rolling