+132.3%
AA vs FTI
+297.7%
-165.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.7% |
| 7D | -0.6% | -2.3% | +1.7% | +0.6% |
| 30D | -1.6% | +5.0% | -6.6% | -4.3% |
| 3M | -29.8% | +13.8% | -43.6% | -35.1% |
| 6M | -16.6% | +22.9% | -39.5% | -26.5% |
| YTD | -4.0% | +75.0% | -79.0% | -30.1% |
| 1Y | +63.5% | +96.9% | -33.4% | +11.4% |
| 3Y | +86.8% | +276.7% | -190.0% | -13.7% |
| 5Y | +12.4% | +1,157.0% | -1,144.6% | -74.9% |
| 10Y | +132.3% | +310.7% | -178.4% | -29.0% |
| All | +132.3% | +297.7% | -165.3% | -29.0% |
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