+9,303.7%
FTNT vs AEP
+639.1%
+8,664.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | +1.8% | -7.6% | -6.3% |
| 30D | -4.8% | -0.8% | -4.0% | -4.7% |
| 3M | +4.4% | -1.8% | +6.3% | +4.6% |
| 6M | +88.8% | -5.4% | +94.1% | +90.3% |
| YTD | +96.8% | +10.4% | +86.4% | +89.6% |
| 1Y | +104.5% | +18.2% | +86.3% | +92.7% |
| 3Y | +156.8% | +79.0% | +77.8% | +109.1% |
| 5Y | +144.1% | +64.8% | +79.2% | +103.3% |
| 10Y | +2,021.8% | +170.8% | +1,850.9% | +1,327.2% |
| All | +9,303.7% | +639.1% | +8,664.6% | +3,621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling