+2,072.5%
FTNT vs AEIS
+562.2%
+1,510.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.2% |
| 7D | -0.1% | +2.3% | -2.4% | -0.9% |
| 30D | -3.0% | -14.8% | +11.8% | +1.3% |
| 3M | +7.6% | -15.6% | +23.2% | +10.5% |
| 6M | +87.0% | -8.7% | +95.7% | +82.3% |
| YTD | +96.5% | +37.3% | +59.2% | +64.0% |
| 1Y | +92.9% | +80.3% | +12.6% | +44.5% |
| 3Y | +139.8% | +177.9% | -38.1% | +45.0% |
| 5Y | +151.3% | +235.8% | -84.5% | +40.6% |
| All | +2,072.5% | +562.2% | +1,510.3% | +798.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling