+1,072.7%
FTI vs AEE
+38.5%
+1,034.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.5% |
| 7D | -5.6% | -0.7% | -4.9% | -5.4% |
| 30D | +0.4% | -2.0% | +2.4% | +0.9% |
| 3M | +8.1% | -2.8% | +10.9% | +8.7% |
| 6M | +16.7% | -3.6% | +20.3% | +17.4% |
| YTD | +70.0% | +7.3% | +62.7% | +65.3% |
| 1Y | +85.4% | +8.7% | +76.7% | +79.2% |
| 3Y | +265.9% | +46.0% | +219.9% | +223.7% |
| 5Y | +1,072.7% | +39.8% | +1,033.0% | +962.3% |
| All | +1,072.7% | +38.5% | +1,034.2% | +962.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling