-42.4%
ACI vs FHN
+88.9%
-131.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | -2.6% | +2.7% | -5.2% | -2.7% |
| 30D | +1.1% | -3.1% | +4.2% | +1.3% |
| 3M | -23.6% | +2.3% | -26.0% | -23.7% |
| 6M | -29.9% | +9.7% | -39.7% | -30.3% |
| YTD | -26.9% | +4.7% | -31.6% | -27.1% |
| 1Y | -34.2% | +13.8% | -48.0% | -34.9% |
| 3Y | -43.6% | +131.6% | -175.2% | -47.3% |
| 5Y | -42.4% | +91.1% | -133.5% | -50.4% |
| All | -42.4% | +88.9% | -131.3% | -50.4% |
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