+47.8%
AA vs FTI
+180.1%
-132.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.0% |
| 7D | +1.1% | +1.4% | -0.2% | +0.5% |
| 30D | -1.3% | -6.3% | +5.0% | +1.9% |
| 3M | -23.9% | -13.1% | -10.8% | -18.4% |
| 6M | -36.8% | -8.0% | -28.8% | -34.7% |
| YTD | -22.2% | +47.1% | -69.2% | -38.0% |
| 1Y | +10.4% | +50.7% | -40.3% | -13.3% |
| 3Y | +72.0% | +209.0% | -136.9% | -11.1% |
| 5Y | -15.6% | +847.0% | -862.6% | -78.0% |
| 10Y | +47.8% | +184.3% | -136.5% | -45.4% |
| All | +47.8% | +180.1% | -132.3% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling