+164.5%
ACGL vs FHN
+86.2%
+78.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | -1.0% | -4.7% | +3.7% | -0.3% |
| 3M | +11.0% | +3.5% | +7.5% | +10.4% |
| 6M | -0.3% | +7.8% | -8.1% | -1.5% |
| YTD | +2.3% | +5.9% | -3.6% | +1.2% |
| 1Y | +6.4% | +12.5% | -6.1% | +4.1% |
| 3Y | +34.0% | +117.2% | -83.2% | +19.6% |
| All | +164.5% | +86.2% | +78.3% | +132.7% |
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 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 · 6 months rolling