+43.6%
FE vs AHR
+364.8%
-321.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.6% | -3.4% | +4.1% | +1.3% |
| 30D | -2.1% | -3.8% | +1.6% | -1.5% |
| 3M | +2.6% | +20.1% | -17.4% | -1.0% |
| 6M | -6.8% | +7.1% | -13.9% | -8.3% |
| YTD | +6.9% | +17.2% | -10.3% | +3.3% |
| 1Y | +11.6% | +30.4% | -18.8% | +5.6% |
| All | +43.6% | +364.8% | -321.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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