+26.3%
ACI vs FHN
+211.5%
-185.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +5.9% | -4.7% | +10.6% | +6.2% |
| 3M | -19.8% | +3.5% | -23.3% | -19.9% |
| 6M | -24.7% | +7.8% | -32.6% | -25.0% |
| YTD | -24.4% | +5.9% | -30.3% | -24.6% |
| 1Y | -31.5% | +12.5% | -44.0% | -32.0% |
| 3Y | -38.7% | +117.2% | -155.9% | -41.5% |
| 5Y | -42.8% | +86.5% | -129.3% | -45.1% |
| All | +26.3% | +211.5% | -185.2% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling