+295.8%
FTI vs AEIS
+562.2%
-266.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.8% |
| 7D | -4.4% | +2.3% | -6.6% | -5.2% |
| 30D | +1.5% | -14.8% | +16.3% | +7.0% |
| 3M | +8.2% | -15.6% | +23.8% | +11.6% |
| 6M | +18.8% | -8.7% | +27.5% | +16.0% |
| YTD | +71.7% | +37.3% | +34.3% | +40.7% |
| 1Y | +90.0% | +80.3% | +9.7% | +36.8% |
| 3Y | +270.5% | +177.9% | +92.5% | +110.2% |
| 5Y | +1,084.5% | +235.8% | +848.7% | +486.6% |
| All | +295.8% | +562.2% | -266.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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