+3,119.8%
AEM vs FHN
+1,728.2%
+1,391.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -6.8% | +2.1% | -9.0% | -6.9% |
| 30D | +0.8% | +3.8% | -3.0% | +0.7% |
| 3M | -0.8% | -8.9% | +8.1% | -0.7% |
| 6M | -8.5% | +1.8% | -10.3% | -8.6% |
| YTD | +5.9% | +0.6% | +5.4% | +5.9% |
| 1Y | +6.6% | +12.9% | -6.3% | +6.3% |
| 3Y | +302.2% | +126.4% | +175.8% | +294.4% |
| 5Y | +250.8% | +62.3% | +188.5% | +244.1% |
| 10Y | +406.1% | +84.0% | +322.1% | +386.8% |
| All | +3,119.8% | +1,728.2% | +1,391.6% | +3,113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling