+45.1%
FE vs AHR
+408.0%
-362.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.5% | +8.1% | -8.6% | -2.0% |
| 30D | +4.3% | +16.9% | -12.6% | +1.1% |
| 3M | +0.4% | +7.6% | -7.2% | -1.2% |
| 6M | +6.9% | +16.0% | -9.0% | +3.6% |
| YTD | +8.0% | +28.1% | -20.1% | +2.5% |
| 1Y | +4.8% | +22.8% | -18.0% | +0.2% |
| All | +45.1% | +408.0% | -362.9% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling