+93.9%
FTV vs AEIS
+664.9%
-571.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.6% |
| 7D | -4.5% | +3.0% | -7.5% | -5.3% |
| 30D | -7.1% | -14.6% | +7.6% | -3.4% |
| 3M | -7.2% | -12.4% | +5.3% | -6.4% |
| 6M | -1.5% | -15.0% | +13.5% | -1.4% |
| YTD | +3.5% | +34.3% | -30.8% | -11.1% |
| 1Y | +20.3% | +87.4% | -67.0% | -8.4% |
| 3Y | -3.1% | +139.8% | -142.9% | -34.5% |
| 5Y | +2.3% | +220.7% | -218.4% | -38.4% |
| 10Y | +76.3% | +531.6% | -455.3% | -23.3% |
| All | +93.9% | +664.9% | -571.0% | -18.3% |
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