+311.9%
AEM vs FHN
+86.3%
+225.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.3% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +12.5% | -2.6% | +15.1% | +12.4% |
| 3M | +26.9% | 0.0% | +26.9% | +26.9% |
| 6M | -9.4% | +9.2% | -18.7% | -9.2% |
| YTD | +20.3% | +4.3% | +15.9% | +20.4% |
| 1Y | +33.8% | +10.8% | +23.0% | +34.5% |
| 3Y | +349.8% | +130.7% | +219.1% | +373.0% |
| All | +311.9% | +86.3% | +225.6% | +328.7% |
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