+65.7%
AG vs FHN
+81.8%
-16.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -10.0% | +2.1% | -12.1% | -10.2% |
| 30D | -10.5% | +3.8% | -14.3% | -10.8% |
| 3M | -27.3% | -8.9% | -18.3% | -26.6% |
| 6M | -43.0% | +1.8% | -44.8% | -43.1% |
| YTD | -17.9% | +0.6% | -18.5% | -18.0% |
| 1Y | +11.9% | +12.9% | -1.0% | +10.5% |
| 3Y | +201.8% | +126.4% | +75.4% | +176.4% |
| 5Y | -0.1% | +62.3% | -62.4% | -8.7% |
| All | +65.7% | +81.8% | -16.2% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling