+408.7%
AEM vs FIS
-53.2%
+461.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.3% |
| 7D | -6.8% | +2.8% | -9.7% | -7.1% |
| 30D | +0.8% | -16.7% | +17.5% | +1.3% |
| 3M | -0.8% | -32.3% | +31.4% | +1.9% |
| 6M | -8.5% | -29.1% | +20.5% | -6.8% |
| YTD | +5.9% | -54.1% | +60.1% | +13.8% |
| 1Y | +6.6% | -53.7% | +60.3% | +14.4% |
| 3Y | +302.2% | -38.8% | +341.0% | +309.5% |
| 5Y | +250.8% | -71.1% | +321.9% | +293.2% |
| All | +408.7% | -53.2% | +461.9% | +486.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling