+19,143.8%
AFL vs FHN
+1,824.4%
+17,319.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +0.6% | +1.2% | -0.6% | +0.1% |
| 30D | -6.2% | -4.7% | -1.5% | -4.4% |
| 3M | +2.2% | +3.5% | -1.4% | +0.6% |
| 6M | +5.3% | +7.8% | -2.5% | +1.7% |
| YTD | +8.0% | +5.9% | +2.1% | +4.7% |
| 1Y | +10.2% | +12.5% | -2.2% | +3.7% |
| 3Y | +67.1% | +117.2% | -50.1% | +14.6% |
| 5Y | +135.6% | +86.5% | +49.0% | +56.2% |
| 10Y | +299.4% | +125.7% | +173.6% | +123.5% |
| All | +19,143.8% | +1,824.4% | +17,319.4% | +3,983.4% |
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