+883.3%
FTI vs AEIS
+142.3%
+741.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.0% | +3.1% |
| 7D | +4.3% | +11.5% | -7.2% | +1.2% |
| 30D | -4.7% | -15.8% | +11.1% | -1.3% |
| 3M | -13.5% | -33.3% | +19.8% | -5.5% |
| 6M | -8.7% | -35.2% | +26.5% | -1.6% |
| YTD | +49.0% | +5.0% | +44.0% | +35.5% |
| 1Y | +54.0% | +8.5% | +45.6% | +38.3% |
| 3Y | +211.6% | +152.9% | +58.7% | +100.1% |
| All | +883.3% | +142.3% | +741.0% | +511.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling