+3,594.0%
AEM vs FHN
+1,824.4%
+1,769.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +24.0% | -4.7% | +28.7% | +24.1% |
| 3M | +16.1% | +3.5% | +12.5% | +16.0% |
| 6M | -11.6% | +7.8% | -19.4% | -11.8% |
| YTD | +21.5% | +5.9% | +15.7% | +21.4% |
| 1Y | +39.2% | +12.5% | +26.7% | +38.8% |
| 3Y | +347.4% | +117.2% | +230.2% | +339.0% |
| 5Y | +290.1% | +86.5% | +203.6% | +281.3% |
| 10Y | +357.8% | +125.7% | +232.1% | +337.4% |
| All | +3,594.0% | +1,824.4% | +1,769.6% | +3,582.8% |
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