+360.8%
AEIS vs FHN
+90.7%
+270.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +9.5% | -0.9% | +10.4% | +10.2% |
| 30D | -17.5% | +2.0% | -19.6% | -18.4% |
| 3M | -29.3% | -6.8% | -22.4% | -26.9% |
| 6M | -34.7% | -0.8% | -33.9% | -34.5% |
| YTD | +10.7% | +0.6% | +10.1% | +10.4% |
| 1Y | +7.4% | +11.5% | -4.1% | +1.8% |
| 3Y | +161.1% | +130.0% | +31.1% | +75.4% |
| 5Y | +150.7% | +60.8% | +89.9% | +76.7% |
| 10Y | +360.8% | +84.0% | +276.9% | +181.5% |
| All | +360.8% | +90.7% | +270.2% | +181.5% |
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