+65.1%
AEP vs FTI
+1,177.2%
-1,112.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.9% | -2.3% | +3.2% | +1.0% |
| 30D | +1.5% | +5.0% | -3.5% | +1.2% |
| 3M | -1.7% | +13.8% | -15.5% | -2.3% |
| 6M | -4.0% | +22.9% | -26.9% | -5.0% |
| YTD | +10.6% | +75.0% | -64.4% | +7.7% |
| 1Y | +18.6% | +96.9% | -78.3% | +14.9% |
| 3Y | +78.7% | +276.7% | -198.0% | +65.1% |
| 5Y | +65.1% | +1,157.0% | -1,091.9% | +39.5% |
| All | +65.1% | +1,177.2% | -1,112.1% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling