+34.4%
ACI vs FHN
+196.3%
-161.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.2% |
| 7D | -0.6% | +0.9% | -1.5% | -0.6% |
| 30D | +9.5% | +2.1% | +7.5% | +9.4% |
| 3M | +10.1% | -6.0% | +16.1% | +10.4% |
| 6M | -15.4% | -2.9% | -12.4% | -15.2% |
| YTD | -19.5% | +0.7% | -20.3% | -19.6% |
| 1Y | -21.0% | +11.0% | -32.0% | -21.5% |
| 3Y | -31.2% | +130.3% | -161.5% | -34.5% |
| 5Y | -40.6% | +61.3% | -101.9% | -42.7% |
| All | +34.4% | +196.3% | -161.9% | +32.5% |
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