+2,112.4%
FTI vs AEE
+662.4%
+1,449.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | -0.2% | +1.3% | -1.5% | -0.9% |
| 30D | +12.3% | -1.2% | +13.6% | +13.0% |
| 3M | +13.8% | +1.0% | +12.7% | +12.6% |
| 6M | +24.3% | -2.3% | +26.6% | +24.8% |
| YTD | +75.8% | +9.1% | +66.6% | +65.3% |
| 1Y | +99.6% | +10.6% | +89.1% | +85.7% |
| 3Y | +278.4% | +48.5% | +229.9% | +188.9% |
| 5Y | +1,168.7% | +39.9% | +1,128.8% | +886.9% |
| 10Y | +297.5% | +185.7% | +111.8% | +84.0% |
| All | +2,112.4% | +662.4% | +1,449.9% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling