+126.4%
FHN vs AEE
+62.8%
+63.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +2.0% | +9.7% | -7.7% | -0.7% |
| 3M | -6.8% | +5.8% | -12.6% | -8.4% |
| 6M | -0.8% | +4.5% | -5.2% | -2.3% |
| YTD | +0.6% | +15.8% | -15.2% | -4.4% |
| 1Y | +11.5% | +10.8% | +0.8% | +7.5% |
| All | +126.4% | +62.8% | +63.5% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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