+42.8%
FE vs AHR
+357.7%
-314.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.2% | -4.3% | +4.2% | +0.7% |
| 30D | -1.2% | -3.1% | +1.9% | -0.6% |
| 3M | +1.7% | +15.7% | -14.0% | -1.3% |
| 6M | -7.5% | +4.1% | -11.6% | -8.5% |
| YTD | +6.3% | +15.4% | -9.1% | +3.1% |
| 1Y | +10.9% | +28.0% | -17.1% | +5.3% |
| All | +42.8% | +357.7% | -314.9% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling