+211.7%
AEP vs FTI
+189.4%
+22.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +2.9% | +4.3% | -1.4% | +2.7% |
| 30D | +3.2% | -4.7% | +7.9% | +3.4% |
| 3M | +3.8% | -13.5% | +17.3% | +4.5% |
| 6M | +2.5% | -8.7% | +11.2% | +2.8% |
| YTD | +15.5% | +49.0% | -33.5% | +13.0% |
| 1Y | +9.6% | +54.0% | -44.4% | +7.1% |
| 3Y | +91.2% | +211.6% | -120.5% | +78.6% |
| 5Y | +88.2% | +881.9% | -793.7% | +63.1% |
| All | +211.7% | +189.4% | +22.3% | +148.0% |
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