+93.9%
FTV vs AEE
+164.7%
-70.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -7.1% | -2.3% | -4.8% | -6.3% |
| 3M | -7.2% | +0.2% | -7.4% | -7.3% |
| 6M | -1.5% | -4.7% | +3.2% | -0.1% |
| YTD | +3.5% | +8.1% | -4.6% | +0.2% |
| 1Y | +20.3% | +8.5% | +11.8% | +16.3% |
| 3Y | -3.1% | +48.9% | -52.0% | -17.8% |
| 5Y | +2.3% | +39.9% | -37.6% | -11.5% |
| 10Y | +76.3% | +186.5% | -110.2% | +26.9% |
| All | +93.9% | +164.7% | -70.8% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling