+76.5%
FTV vs AEIS
+562.2%
-485.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -1.0% |
| 7D | -4.0% | +2.3% | -6.2% | -4.6% |
| 30D | -11.0% | -14.8% | +3.8% | -7.4% |
| 3M | -8.4% | -15.6% | +7.2% | -6.3% |
| 6M | -2.6% | -8.7% | +6.1% | -4.3% |
| YTD | -0.6% | +37.3% | -37.9% | -15.2% |
| 1Y | +11.0% | +80.3% | -69.4% | -14.4% |
| 3Y | -6.3% | +177.9% | -184.3% | -39.5% |
| 5Y | -1.5% | +235.8% | -237.4% | -41.6% |
| All | +76.5% | +562.2% | -485.7% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling