+52.5%
AIG vs FHN
+89.3%
-36.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -2.9% | -2.6% | -0.3% | -2.3% |
| 3M | +0.8% | +0.8% | -0.1% | +0.5% |
| 6M | -2.7% | +9.2% | -11.9% | -5.1% |
| YTD | -11.2% | +5.1% | -16.3% | -12.7% |
| 1Y | -1.5% | +12.2% | -13.7% | -5.1% |
| 3Y | +34.4% | +132.4% | -98.0% | +5.1% |
| All | +52.5% | +89.3% | -36.8% | +15.5% |
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