+661.4%
AEP vs FTI
+2,165.1%
-1,503.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.8% | +5.3% | -3.5% | +1.1% |
| 30D | -0.8% | +15.3% | -16.1% | -2.6% |
| 3M | -1.8% | +15.8% | -17.6% | -3.8% |
| 6M | -5.4% | +22.6% | -27.9% | -8.0% |
| YTD | +10.4% | +79.5% | -69.1% | +2.4% |
| 1Y | +18.2% | +102.0% | -83.9% | +7.7% |
| 3Y | +79.0% | +315.8% | -236.9% | +45.9% |
| 5Y | +64.8% | +1,129.5% | -1,064.7% | +12.4% |
| 10Y | +170.8% | +320.9% | -150.1% | +94.4% |
| All | +661.4% | +2,165.1% | -1,503.7% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling