+155.8%
FTNT vs AEE
+38.5%
+117.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -1.9% | -2.0% | +0.1% | -1.5% |
| 3M | +14.4% | -2.8% | +17.2% | +14.7% |
| 6M | +88.7% | -3.6% | +92.2% | +89.0% |
| YTD | +100.0% | +7.3% | +92.7% | +93.4% |
| 1Y | +99.9% | +8.7% | +91.2% | +92.0% |
| 3Y | +147.9% | +46.0% | +101.9% | +111.9% |
| 5Y | +155.8% | +39.8% | +116.0% | +129.8% |
| All | +155.8% | +38.5% | +117.3% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling