+3,255.3%
AEM vs FHN
+1,728.2%
+1,527.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.4% |
| 30D | -1.2% | +2.0% | -3.2% | -1.2% |
| 3M | +2.5% | -6.8% | +9.4% | +2.7% |
| 6M | -5.1% | -0.8% | -4.3% | -5.1% |
| YTD | +10.4% | +0.6% | +9.8% | +10.4% |
| 1Y | +11.8% | +11.5% | +0.2% | +11.5% |
| 3Y | +315.6% | +130.0% | +185.7% | +307.5% |
| 5Y | +266.3% | +60.8% | +205.5% | +259.4% |
| 10Y | +427.4% | +84.0% | +343.4% | +407.2% |
| All | +3,255.3% | +1,728.2% | +1,527.1% | +3,248.7% |
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 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