+131.3%
FTV vs AEIS
+498.2%
-366.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | +3.9% | +11.5% | -7.6% | +0.8% |
| 30D | +18.7% | -15.8% | +34.4% | +22.5% |
| 3M | +10.0% | -33.3% | +43.3% | +20.0% |
| 6M | +14.6% | -35.2% | +49.7% | +22.8% |
| YTD | +23.4% | +5.0% | +18.4% | +11.1% |
| 1Y | +31.3% | +8.5% | +22.8% | +16.7% |
| 3Y | +39.8% | +152.9% | -113.1% | -9.7% |
| 5Y | +17.7% | +144.6% | -126.9% | -25.0% |
| 10Y | +110.2% | +337.1% | -226.9% | -1.6% |
| All | +131.3% | +498.2% | -366.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling