+9,359.7%
FTNT vs AEIS
+2,240.5%
+7,119.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +1.7% | +6.5% | -4.7% | -0.2% |
| 30D | -4.3% | -9.2% | +4.9% | -1.9% |
| 3M | +13.6% | -8.3% | +22.0% | +13.8% |
| 6M | +87.6% | -6.3% | +93.9% | +82.1% |
| YTD | +98.0% | +36.5% | +61.5% | +68.0% |
| 1Y | +96.9% | +84.8% | +12.2% | +49.8% |
| 3Y | +145.4% | +176.6% | -31.2% | +55.5% |
| 5Y | +153.0% | +237.1% | -84.1% | +49.5% |
| 10Y | +2,098.3% | +554.7% | +1,543.6% | +848.7% |
| All | +9,359.7% | +2,240.5% | +7,119.2% | +2,549.8% |
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