+2,159.9%
FTI vs AEIS
+654.4%
+1,505.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | +5.3% | +3.0% | +2.3% | +4.4% |
| 30D | +15.3% | -14.6% | +30.0% | +20.1% |
| 3M | +15.8% | -12.4% | +28.2% | +17.3% |
| 6M | +22.6% | -15.0% | +37.5% | +23.4% |
| YTD | +79.5% | +34.3% | +45.3% | +57.7% |
| 1Y | +102.0% | +87.4% | +14.7% | +59.3% |
| 3Y | +315.8% | +139.8% | +176.0% | +195.5% |
| 5Y | +1,129.5% | +220.7% | +908.8% | +684.7% |
| 10Y | +320.9% | +531.6% | -210.7% | +113.2% |
| All | +2,159.9% | +654.4% | +1,505.5% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling