-24.8%
AIG vs FHN
+1,803.6%
-1,828.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -1.6% | +2.7% | -4.2% | -3.0% |
| 30D | -5.2% | -3.1% | -2.1% | -3.7% |
| 3M | +1.5% | +2.3% | -0.9% | 0.0% |
| 6M | -3.9% | +9.7% | -13.7% | -9.0% |
| YTD | -11.6% | +4.7% | -16.3% | -14.6% |
| 1Y | -2.9% | +13.8% | -16.7% | -10.8% |
| 3Y | +33.7% | +131.6% | -97.8% | -21.4% |
| 5Y | +52.7% | +91.1% | -38.5% | -11.9% |
| 10Y | +62.6% | +126.6% | -64.0% | -19.6% |
| All | -24.8% | +1,803.6% | -1,828.3% | -81.7% |
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