+140.0%
AEIS vs FHN
+61.2%
+78.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -6.9% | +0.9% | -7.8% | -7.1% |
| 30D | -23.2% | +2.1% | -25.3% | -23.8% |
| 3M | -29.5% | -6.0% | -23.5% | -27.9% |
| 6M | -37.9% | -2.9% | -35.0% | -37.2% |
| YTD | +6.0% | +0.7% | +5.3% | +5.8% |
| 1Y | +1.2% | +11.0% | -9.8% | -2.4% |
| 3Y | +150.0% | +130.3% | +19.7% | +100.1% |
| All | +140.0% | +61.2% | +78.8% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling