+170.8%
AEP vs FTI
+301.2%
-130.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -1.0% | -5.6% | +4.6% | -0.7% |
| 30D | -0.1% | +0.4% | -0.5% | -0.1% |
| 3M | -3.2% | +8.1% | -11.3% | -3.6% |
| 6M | -5.3% | +16.7% | -22.0% | -6.1% |
| YTD | +9.5% | +70.0% | -60.4% | +6.6% |
| 1Y | +17.5% | +85.4% | -67.9% | +13.9% |
| 3Y | +77.0% | +265.9% | -189.0% | +64.3% |
| 5Y | +66.4% | +1,072.7% | -1,006.4% | +43.4% |
| All | +170.8% | +301.2% | -130.4% | +112.9% |
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