+42.5%
FTNT vs AEIS
-16.1%
+58.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -12.2% | +6.9% | -4.5% |
| 7D | -11.9% | -22.6% | +10.6% | -10.8% |
| 30D | -35.9% | -38.7% | +2.7% | -34.7% |
| 3M | -25.4% | -43.6% | +18.2% | -23.7% |
| 6M | +36.2% | -46.2% | +82.5% | +38.6% |
| YTD | +54.3% | -11.2% | +65.5% | +40.4% |
| 1Y | +42.5% | -17.7% | +60.1% | +32.9% |
| All | +42.5% | -16.1% | +58.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling