+29.8%
AEM vs FHN
+11.4%
+18.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -5.0% | -0.8% | -4.2% | -5.0% |
| 30D | +8.5% | -2.6% | +11.1% | +8.4% |
| 3M | +29.3% | +0.8% | +28.4% | +28.7% |
| 6M | -12.9% | +9.2% | -22.2% | -13.7% |
| YTD | +16.8% | +5.1% | +11.7% | +15.2% |
| 1Y | +29.8% | +12.2% | +17.6% | +30.6% |
| All | +29.8% | +11.4% | +18.5% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling