+176.8%
ACGL vs FHN
+61.2%
+115.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | +14.2% | +2.1% | +12.1% | +13.8% |
| 3M | +11.1% | -6.0% | +17.1% | +12.1% |
| 6M | +16.4% | -2.9% | +19.3% | +16.8% |
| YTD | +13.8% | +0.7% | +13.1% | +13.4% |
| 1Y | +21.6% | +11.0% | +10.5% | +19.4% |
| 3Y | +33.5% | +130.3% | -96.7% | +18.7% |
| All | +176.8% | +61.2% | +115.6% | +152.7% |
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