+170.5%
AEP vs FTAI
+3,098.4%
-2,927.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | -0.9% | -5.2% | +4.3% | -0.7% |
| 30D | -1.1% | -17.9% | +16.9% | -0.3% |
| 3M | -3.3% | -22.7% | +19.5% | -2.5% |
| 6M | -4.6% | -28.0% | +23.4% | -3.9% |
| YTD | +9.4% | -5.0% | +14.4% | +8.8% |
| 1Y | +16.9% | +10.4% | +6.5% | +15.3% |
| 3Y | +76.6% | +425.2% | -348.6% | +55.0% |
| 5Y | +66.2% | +890.3% | -824.2% | +38.3% |
| All | +170.5% | +3,098.4% | -2,927.9% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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