+2,072.5%
FTNT vs AEP
+174.9%
+1,897.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +7.6% | -3.3% | +10.9% | +8.0% |
| 6M | +87.0% | -4.6% | +91.6% | +87.7% |
| YTD | +96.5% | +9.4% | +87.1% | +91.5% |
| 1Y | +92.9% | +16.9% | +76.0% | +85.0% |
| 3Y | +139.8% | +76.6% | +63.2% | +105.2% |
| 5Y | +151.3% | +66.2% | +85.1% | +118.9% |
| All | +2,072.5% | +174.9% | +1,897.6% | +1,754.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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