+5,025.2%
AON vs FHN
+1,803.6%
+3,221.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -3.2% | +2.7% | -5.9% | -3.8% |
| 30D | -11.9% | -3.1% | -8.8% | -11.2% |
| 3M | -2.9% | +2.3% | -5.2% | -3.4% |
| 6M | -6.8% | +9.7% | -16.6% | -9.0% |
| YTD | -10.1% | +4.7% | -14.8% | -11.3% |
| 1Y | -14.2% | +13.8% | -28.0% | -17.3% |
| 3Y | -3.3% | +131.6% | -134.8% | -22.8% |
| 5Y | +13.6% | +91.1% | -77.5% | -10.2% |
| 10Y | +209.2% | +126.6% | +82.5% | +116.4% |
| All | +5,025.2% | +1,803.6% | +3,221.6% | +1,664.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling