+324.6%
ACGL vs FHN
+90.7%
+233.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | +12.4% | +2.0% | +10.3% | +11.6% |
| 3M | +11.1% | -6.8% | +17.9% | +13.7% |
| 6M | +16.3% | -0.8% | +17.1% | +16.4% |
| YTD | +13.8% | +0.6% | +13.2% | +12.8% |
| 1Y | +20.4% | +11.5% | +8.9% | +14.9% |
| 3Y | +33.6% | +130.0% | -96.4% | -6.1% |
| 5Y | +176.8% | +60.8% | +116.0% | +102.3% |
| 10Y | +324.6% | +84.0% | +240.6% | +142.6% |
| All | +324.6% | +90.7% | +233.9% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling