+64.2%
AIG vs FHN
+128.3%
-64.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.2% | -1.2% | +0.1% | -0.6% |
| 30D | -1.1% | -4.8% | +3.7% | +1.3% |
| 3M | +0.7% | -0.7% | +1.4% | +0.9% |
| 6M | -2.2% | +10.6% | -12.8% | -7.3% |
| YTD | -10.8% | +4.6% | -15.4% | -13.6% |
| 1Y | -2.0% | +11.4% | -13.4% | -8.4% |
| 3Y | +34.8% | +132.3% | -97.4% | -18.9% |
| 5Y | +55.0% | +90.2% | -35.1% | -10.3% |
| All | +64.2% | +128.3% | -64.2% | -26.6% |
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 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