+7,554.6%
FTNT vs AEIS
+1,700.8%
+5,853.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.6% |
| 7D | +7.1% | +11.5% | -4.5% | +3.6% |
| 30D | -30.9% | -15.8% | -15.1% | -28.1% |
| 3M | -23.1% | -33.3% | +10.2% | -15.3% |
| 6M | +8.1% | -35.2% | +43.3% | +17.0% |
| YTD | +60.2% | +5.0% | +55.2% | +44.0% |
| 1Y | +57.0% | +8.5% | +48.5% | +39.4% |
| 3Y | +152.9% | +152.9% | 0.0% | +60.8% |
| 5Y | +85.9% | +144.6% | -58.7% | +18.8% |
| 10Y | +1,896.5% | +337.1% | +1,559.4% | +853.0% |
| All | +7,554.6% | +1,700.8% | +5,853.8% | +2,171.6% |
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