-6.7%
FTV vs AEE
+46.3%
-53.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -11.5% | -2.0% | -9.5% | -11.2% |
| 3M | -9.0% | -2.8% | -6.2% | -8.6% |
| 6M | -2.0% | -3.6% | +1.6% | -1.5% |
| YTD | -0.9% | +7.3% | -8.3% | -2.2% |
| 1Y | +14.8% | +8.7% | +6.1% | +13.1% |
| All | -6.7% | +46.3% | -53.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling