+8.2%
AJG vs FHN
+129.5%
-121.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -8.3% | -1.2% | -7.1% | -8.1% |
| 30D | -5.7% | -4.8% | -0.9% | -5.1% |
| 3M | +9.1% | -0.7% | +9.8% | +9.1% |
| 6M | +15.2% | +10.6% | +4.6% | +13.5% |
| YTD | -6.3% | +4.6% | -10.9% | -7.0% |
| 1Y | -19.1% | +11.4% | -30.5% | -20.5% |
| 3Y | +8.2% | +132.3% | -124.0% | +2.1% |
| All | +8.2% | +129.5% | -121.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling