+330.6%
ACGL vs FHN
+106.3%
+224.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +13.1% | +1.9% | +11.2% | +12.4% |
| 3M | +9.8% | -6.9% | +16.7% | +12.4% |
| 6M | +15.3% | -3.1% | +18.3% | +16.2% |
| YTD | +12.7% | +0.6% | +12.1% | +11.7% |
| 1Y | +20.7% | +12.4% | +8.4% | +14.9% |
| 3Y | +34.3% | +133.7% | -99.4% | -6.2% |
| 5Y | +170.6% | +61.4% | +109.2% | +97.4% |
| 10Y | +330.6% | +97.9% | +232.7% | +133.6% |
| All | +330.6% | +106.3% | +224.3% | +133.6% |
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