+8.6%
AEIS vs FHN
+14.6%
-6.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.8% | -12.2% |
| 7D | -12.7% | +2.3% | -15.0% | -14.2% |
| 30D | -28.8% | +1.6% | -30.5% | -29.9% |
| 3M | -38.0% | -8.4% | -29.6% | -33.6% |
| 6M | -45.3% | -2.3% | -43.0% | -44.4% |
| YTD | +1.1% | +1.5% | -0.3% | -3.8% |
| 1Y | +8.6% | +15.0% | -6.4% | -5.6% |
| All | +8.6% | +14.6% | -6.0% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling