+104.5%
FTNT vs AEIS
+93.3%
+11.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.2% |
| 7D | -5.8% | +3.0% | -8.8% | -6.0% |
| 30D | -4.8% | -14.6% | +9.9% | -4.1% |
| 3M | +4.4% | -12.4% | +16.9% | +4.6% |
| 6M | +88.8% | -15.0% | +103.7% | +86.9% |
| YTD | +96.8% | +34.3% | +62.5% | +77.2% |
| 1Y | +104.5% | +87.4% | +17.1% | +67.4% |
| All | +104.5% | +93.3% | +11.1% | +67.4% |
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