+18.7%
AEM vs FIS
-50.5%
+69.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -23.7% | +33.3% | +3.4% |
| 7D | +0.2% | -18.4% | +18.6% | -4.2% |
| 30D | +0.1% | -11.4% | +11.4% | -2.8% |
| 3M | +22.1% | -32.0% | +54.1% | +13.3% |
| 6M | +2.4% | -35.6% | +38.0% | -6.3% |
| YTD | +8.9% | -53.8% | +62.7% | -4.1% |
| 1Y | +18.7% | -51.1% | +69.8% | +2.9% |
| All | +18.7% | -50.5% | +69.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling