+431.3%
AME vs FHN
+94.7%
+336.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | -4.1% | +2.1% | -6.2% | -4.8% |
| 3M | -5.6% | -6.0% | +0.3% | -3.8% |
| 6M | +2.8% | -2.9% | +5.8% | +3.6% |
| YTD | +16.6% | +0.7% | +15.9% | +16.1% |
| 1Y | +21.1% | +11.0% | +10.1% | +16.9% |
| 3Y | +61.1% | +130.3% | -69.2% | +21.1% |
| 5Y | +76.6% | +61.3% | +15.3% | +37.0% |
| 10Y | +431.3% | +89.6% | +341.7% | +224.1% |
| All | +431.3% | +94.7% | +336.6% | +224.1% |
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 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