+66.4%
AEP vs FTAI
+847.8%
-781.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.9% |
| 7D | -1.0% | -9.7% | +8.7% | -0.6% |
| 30D | -0.1% | -20.0% | +19.9% | +0.7% |
| 3M | -3.2% | -20.1% | +16.8% | -2.7% |
| 6M | -5.3% | -33.3% | +28.0% | -4.3% |
| YTD | +9.5% | -8.0% | +17.5% | +9.0% |
| 1Y | +17.5% | +8.0% | +9.5% | +16.0% |
| 3Y | +77.0% | +413.4% | -336.4% | +48.1% |
| 5Y | +66.4% | +858.6% | -792.2% | +26.1% |
| All | +66.4% | +847.8% | -781.4% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling