-0.1%
FTV vs AEIS
+238.7%
-238.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -1.3% | +6.5% | -7.7% | -2.8% |
| 30D | -9.5% | -9.2% | -0.3% | -7.7% |
| 3M | -10.9% | -8.3% | -2.6% | -11.3% |
| 6M | -0.6% | -6.3% | +5.7% | -3.5% |
| YTD | +1.4% | +36.5% | -35.1% | -14.4% |
| 1Y | +17.6% | +84.8% | -67.1% | -12.5% |
| 3Y | -3.3% | +176.6% | -179.8% | -41.2% |
| 5Y | -0.1% | +237.1% | -237.2% | -46.6% |
| All | -0.1% | +238.7% | -238.9% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling