+355.1%
AEM vs FHN
+128.3%
+226.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -2.1% | -1.2% | -0.9% | -2.1% |
| 30D | +8.4% | -4.8% | +13.2% | +8.4% |
| 3M | +27.3% | -0.7% | +28.0% | +27.3% |
| 6M | -9.7% | +10.6% | -20.3% | -9.5% |
| YTD | +19.0% | +4.6% | +14.4% | +19.0% |
| 1Y | +31.5% | +11.4% | +20.1% | +31.7% |
| 3Y | +338.7% | +132.3% | +206.4% | +344.8% |
| 5Y | +307.4% | +90.2% | +217.3% | +309.9% |
| All | +355.1% | +128.3% | +226.7% | +324.2% |
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