+9.0%
AFL vs FHN
+11.4%
-2.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -5.0% | -2.6% | -2.3% | -4.5% |
| 3M | -1.8% | +0.8% | -2.6% | -1.9% |
| 6M | +4.8% | +9.2% | -4.4% | +3.1% |
| YTD | +5.4% | +5.1% | +0.3% | +4.3% |
| 1Y | +9.0% | +12.2% | -3.2% | +5.7% |
| All | +9.0% | +11.4% | -2.4% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling