+61.6%
AG vs FHN
+128.3%
-66.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -6.7% | -1.2% | -5.5% | -6.6% |
| 30D | +2.2% | -4.8% | +7.0% | +2.7% |
| 3M | +15.7% | -0.7% | +16.4% | +15.7% |
| 6M | -23.8% | +10.6% | -34.4% | -24.7% |
| YTD | +17.6% | +4.6% | +13.0% | +16.9% |
| 1Y | +88.6% | +11.4% | +77.3% | +85.9% |
| 3Y | +253.4% | +132.3% | +121.2% | +221.1% |
| 5Y | +62.4% | +90.2% | -27.7% | +44.6% |
| All | +61.6% | +128.3% | -66.7% | +3.9% |
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