+135.1%
AFL vs FHN
+86.3%
+48.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.1% | 0.0% | -2.2% | -2.1% |
| 30D | -5.4% | -2.6% | -2.9% | -5.0% |
| 3M | -0.3% | 0.0% | -0.3% | -0.3% |
| 6M | +5.2% | +9.2% | -4.0% | +3.4% |
| YTD | +5.7% | +4.3% | +1.3% | +4.6% |
| 1Y | +10.2% | +10.8% | -0.5% | +7.7% |
| 3Y | +63.4% | +130.7% | -67.3% | +39.3% |
| All | +135.1% | +86.3% | +48.8% | +88.6% |
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