+1,775.6%
FTI vs AEIS
+490.0%
+1,285.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.0% | +3.2% |
| 7D | +4.3% | +11.5% | -7.2% | +0.9% |
| 30D | -4.7% | -15.8% | +11.1% | -1.1% |
| 3M | -13.5% | -33.3% | +19.8% | -4.9% |
| 6M | -8.7% | -35.2% | +26.5% | -1.2% |
| YTD | +49.0% | +5.0% | +44.0% | +38.0% |
| 1Y | +54.0% | +8.5% | +45.6% | +41.0% |
| 3Y | +211.6% | +152.9% | +58.7% | +115.3% |
| 5Y | +881.9% | +144.6% | +737.2% | +565.8% |
| 10Y | +188.1% | +337.1% | -149.0% | +58.9% |
| All | +1,775.6% | +490.0% | +1,285.5% | +508.5% |
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