+11.0%
FTV vs AEIS
+81.9%
-71.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.1% |
| 7D | -4.0% | +2.3% | -6.2% | -4.1% |
| 30D | -11.0% | -14.8% | +3.8% | -10.5% |
| 3M | -8.4% | -15.6% | +7.2% | -8.1% |
| 6M | -2.6% | -8.7% | +6.1% | -3.1% |
| YTD | -0.6% | +37.3% | -37.9% | -3.1% |
| 1Y | +11.0% | +80.3% | -69.4% | +2.2% |
| All | +11.0% | +81.9% | -71.0% | +2.2% |
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