+76.5%
FTV vs AEE
+191.1%
-114.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | -11.0% | -2.9% | -8.1% | -10.1% |
| 3M | -8.4% | -2.4% | -6.0% | -7.7% |
| 6M | -2.6% | -2.7% | +0.2% | -1.9% |
| YTD | -0.6% | +7.3% | -7.9% | -3.5% |
| 1Y | +11.0% | +7.5% | +3.4% | +7.5% |
| 3Y | -6.3% | +46.2% | -52.5% | -20.0% |
| 5Y | -1.5% | +39.7% | -41.2% | -14.9% |
| All | +76.5% | +191.1% | -114.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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