+7,607.6%
FTNT vs AEIS
+1,798.5%
+5,809.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +2.4% |
| 7D | -1.0% | +9.5% | -10.5% | -3.9% |
| 30D | -33.6% | -17.5% | -16.1% | -30.5% |
| 3M | -20.9% | -29.3% | +8.4% | -14.3% |
| 6M | +11.0% | -34.7% | +45.7% | +19.9% |
| YTD | +61.3% | +10.7% | +50.6% | +42.8% |
| 1Y | +53.1% | +7.4% | +45.7% | +36.6% |
| 3Y | +152.1% | +161.1% | -9.1% | +58.9% |
| 5Y | +90.1% | +150.7% | -60.6% | +20.7% |
| 10Y | +1,910.4% | +360.8% | +1,549.5% | +845.1% |
| All | +7,607.6% | +1,798.5% | +5,809.1% | +2,152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling