+153.2%
FTNT vs AEP
+65.2%
+88.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | -4.3% | +1.5% | -5.7% | -4.5% |
| 3M | +13.6% | -1.7% | +15.3% | +13.6% |
| 6M | +87.6% | -4.0% | +91.6% | +87.9% |
| YTD | +98.0% | +10.6% | +87.4% | +92.2% |
| 1Y | +96.9% | +18.6% | +78.3% | +87.6% |
| 3Y | +145.4% | +78.7% | +66.7% | +100.1% |
| All | +153.2% | +65.2% | +88.0% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling