+197.7%
AON vs FHN
+126.8%
+70.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -6.3% | -1.9% | -4.4% | -6.0% |
| 30D | -14.1% | -5.4% | -8.6% | -13.2% |
| 3M | -9.5% | -1.4% | -8.1% | -9.3% |
| 6M | -4.0% | +9.9% | -13.9% | -5.8% |
| YTD | -13.8% | +3.9% | -17.7% | -14.6% |
| 1Y | -18.3% | +10.6% | -28.9% | -20.2% |
| 3Y | -7.2% | +130.7% | -137.9% | -22.3% |
| 5Y | +7.3% | +88.8% | -81.5% | -11.2% |
| All | +197.7% | +126.8% | +70.9% | +123.6% |
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