+74.2%
FHN vs AEE
+813.9%
-739.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.2% | +0.3% | +0.8% | +1.0% |
| 30D | -4.7% | -2.3% | -2.4% | -3.5% |
| 3M | +3.5% | +0.2% | +3.3% | +3.1% |
| 6M | +7.8% | -4.7% | +12.6% | +10.1% |
| YTD | +5.9% | +8.1% | -2.2% | +0.7% |
| 1Y | +12.5% | +8.5% | +3.9% | +6.3% |
| 3Y | +117.2% | +48.9% | +68.3% | +69.3% |
| 5Y | +86.5% | +39.9% | +46.6% | +45.4% |
| 10Y | +125.7% | +186.5% | -60.8% | +8.1% |
| All | +74.2% | +813.9% | -739.7% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling