+459.5%
AJG vs FHN
+128.3%
+331.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -8.3% | -1.2% | -7.1% | -8.0% |
| 30D | -5.7% | -4.8% | -0.9% | -4.8% |
| 3M | +9.1% | -0.7% | +9.8% | +9.2% |
| 6M | +15.2% | +10.6% | +4.6% | +12.7% |
| YTD | -6.3% | +4.6% | -10.9% | -7.4% |
| 1Y | -19.1% | +11.4% | -30.5% | -21.3% |
| 3Y | +8.2% | +132.3% | -124.0% | -11.6% |
| 5Y | +75.6% | +90.2% | -14.5% | +41.2% |
| All | +459.5% | +128.3% | +331.2% | +284.2% |
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