+8.0%
AON vs FHN
+90.1%
-82.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.5% |
| 7D | -7.9% | 0.0% | -8.0% | -7.9% |
| 30D | -14.6% | -2.6% | -12.1% | -14.4% |
| 3M | -7.9% | 0.0% | -7.9% | -7.9% |
| 6M | -8.0% | +9.2% | -17.2% | -8.9% |
| YTD | -13.2% | +4.3% | -17.6% | -13.7% |
| 1Y | -16.4% | +10.8% | -27.2% | -17.5% |
| 3Y | -6.7% | +130.7% | -137.4% | -13.5% |
| 5Y | +8.0% | +87.4% | -79.3% | -0.9% |
| All | +8.0% | +90.1% | -82.0% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling