+521.0%
AEIS vs FHN
+129.4%
+391.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.5% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -16.4% | -2.6% | -13.8% | -15.3% |
| 3M | -11.1% | +0.8% | -12.0% | -11.5% |
| 6M | -12.0% | +9.2% | -21.3% | -15.5% |
| YTD | +30.9% | +5.1% | +25.8% | +28.0% |
| 1Y | +74.3% | +12.2% | +62.1% | +64.3% |
| 3Y | +165.2% | +132.4% | +32.8% | +77.6% |
| 5Y | +220.0% | +91.1% | +128.9% | +106.4% |
| All | +521.0% | +129.4% | +391.5% | +243.2% |
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 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