+696.1%
AEP vs FTI
+1,779.9%
-1,083.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +2.9% | +4.3% | -1.4% | +2.3% |
| 30D | +3.2% | -4.7% | +7.9% | +3.7% |
| 3M | +3.8% | -13.5% | +17.3% | +5.5% |
| 6M | +2.5% | -8.7% | +11.2% | +3.3% |
| YTD | +15.5% | +49.0% | -33.5% | +9.3% |
| 1Y | +9.6% | +54.0% | -44.4% | +3.3% |
| 3Y | +91.2% | +211.6% | -120.5% | +61.5% |
| 5Y | +88.2% | +881.9% | -793.7% | +32.4% |
| 10Y | +205.1% | +188.1% | +17.0% | +132.3% |
| All | +696.1% | +1,779.9% | -1,083.8% | +222.8% |
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