+241.7%
AEIS vs FHN
+88.9%
+152.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | +8.1% | +2.7% | +5.5% | +7.0% |
| 30D | -11.1% | -3.1% | -8.0% | -10.0% |
| 3M | -5.6% | +2.3% | -8.0% | -6.4% |
| 6M | -0.6% | +9.7% | -10.4% | -3.8% |
| YTD | +38.0% | +4.7% | +33.3% | +35.9% |
| 1Y | +87.2% | +13.8% | +73.5% | +78.2% |
| 3Y | +179.7% | +131.6% | +48.1% | +119.3% |
| 5Y | +241.7% | +91.1% | +150.6% | +146.7% |
| All | +241.7% | +88.9% | +152.8% | +146.7% |
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