+167.9%
AEIS vs FHN
+132.7%
+35.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +3.0% | +1.2% | +1.8% | +2.2% |
| 30D | -14.6% | -4.7% | -9.9% | -11.9% |
| 3M | -12.4% | +3.5% | -16.0% | -14.3% |
| 6M | -15.0% | +7.8% | -22.8% | -18.6% |
| YTD | +34.3% | +5.9% | +28.4% | +29.4% |
| 1Y | +87.4% | +12.5% | +74.9% | +72.4% |
| All | +167.9% | +132.7% | +35.2% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling