+65.1%
AEP vs FHN
+90.1%
-25.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.9% | 0.0% | +0.8% | +0.9% |
| 30D | +1.5% | -2.6% | +4.1% | +1.6% |
| 3M | -1.7% | 0.0% | -1.7% | -1.7% |
| 6M | -4.0% | +9.2% | -13.3% | -4.4% |
| YTD | +10.6% | +4.3% | +6.2% | +10.3% |
| 1Y | +18.6% | +10.8% | +7.9% | +18.0% |
| 3Y | +78.7% | +130.7% | -52.0% | +69.4% |
| 5Y | +65.1% | +87.4% | -22.3% | +57.6% |
| All | +65.1% | +90.1% | -25.0% | +57.6% |
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 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