-42.4%
ACI vs FHN
+61.2%
-103.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +2.3% | +2.1% | +0.1% | +2.1% |
| 30D | +1.2% | +3.8% | -2.6% | +1.0% |
| 3M | +6.8% | -8.9% | +15.7% | +7.4% |
| 6M | -18.7% | +1.8% | -20.5% | -18.8% |
| YTD | -20.2% | +0.6% | -20.8% | -20.3% |
| 1Y | -23.7% | +12.9% | -36.7% | -24.3% |
| 3Y | -31.6% | +126.4% | -158.0% | -35.3% |
| All | -42.4% | +61.2% | -103.6% | -44.9% |
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