+2,072.5%
FTNT vs AEE
+191.1%
+1,881.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | -3.0% | -2.9% | 0.0% | -2.3% |
| 3M | +7.6% | -2.4% | +10.0% | +7.9% |
| 6M | +87.0% | -2.7% | +89.7% | +87.1% |
| YTD | +96.5% | +7.3% | +89.3% | +90.7% |
| 1Y | +92.9% | +7.5% | +85.4% | +86.7% |
| 3Y | +139.8% | +46.2% | +93.6% | +108.8% |
| 5Y | +151.3% | +39.7% | +111.6% | +121.6% |
| All | +2,072.5% | +191.1% | +1,881.3% | +1,632.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling