+20.2%
FTV vs AEIS
+93.3%
-73.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | -4.6% | +3.0% | -7.6% | -4.7% |
| 30D | -7.2% | -14.6% | +7.5% | -6.6% |
| 3M | -7.3% | -12.4% | +5.2% | -7.1% |
| 6M | -1.6% | -15.0% | +13.3% | -1.9% |
| YTD | +3.3% | +34.3% | -30.9% | +0.7% |
| 1Y | +20.2% | +87.4% | -67.2% | +7.3% |
| All | +20.2% | +93.3% | -73.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling