-0.1%
FTV vs AEE
+39.2%
-39.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -1.3% | +1.1% | -2.3% | -1.6% |
| 30D | -9.5% | 0.0% | -9.5% | -9.5% |
| 3M | -10.9% | -0.9% | -10.0% | -10.7% |
| 6M | -0.6% | -2.4% | +1.8% | -0.1% |
| YTD | +1.4% | +8.6% | -7.2% | -1.7% |
| 1Y | +17.6% | +10.2% | +7.5% | +13.3% |
| 3Y | -3.3% | +47.8% | -51.1% | -17.1% |
| 5Y | -0.1% | +40.1% | -40.3% | -13.2% |
| All | -0.1% | +39.2% | -39.3% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling