+295.8%
FTI vs AEE
+191.1%
+104.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | +1.5% | -2.9% | +4.4% | +2.6% |
| 3M | +8.2% | -2.4% | +10.6% | +8.9% |
| 6M | +18.8% | -2.7% | +21.5% | +19.4% |
| YTD | +71.7% | +7.3% | +64.4% | +65.6% |
| 1Y | +90.0% | +7.5% | +82.5% | +82.8% |
| 3Y | +270.5% | +46.2% | +224.3% | +210.1% |
| 5Y | +1,084.5% | +39.7% | +1,044.8% | +905.1% |
| All | +295.8% | +191.1% | +104.7% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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