+31.3%
FTV vs AEIS
+4.7%
+26.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.3% |
| 7D | +3.9% | +11.5% | -7.6% | +3.3% |
| 30D | +18.7% | -15.8% | +34.4% | +19.1% |
| 3M | +10.0% | -33.3% | +43.3% | +11.4% |
| 6M | +14.6% | -35.2% | +49.7% | +15.5% |
| YTD | +23.4% | +5.0% | +18.4% | +23.2% |
| 1Y | +31.3% | +8.5% | +22.8% | +30.0% |
| All | +31.3% | +4.7% | +26.6% | +30.0% |
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