-14.3%
AAOI vs FIS
-24.3%
+10.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -3.2% |
| 7D | +2.9% | -8.9% | +11.8% | -5.5% |
| 30D | -23.1% | -9.9% | -13.2% | -29.5% |
| 3M | -41.0% | 0.0% | -41.0% | -42.0% |
| 6M | -14.3% | -22.9% | +8.6% | -11.1% |
| All | -14.3% | -24.3% | +10.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 6mo: compounded portfolio wealth divided by compounded FIS 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…
6mo analysis · Full analysis span regression · 6 months rolling