+355.1%
AEM vs FIS
-39.8%
+394.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | -7.9% | +5.8% | -1.3% |
| 30D | +8.4% | -8.0% | +16.4% | +9.3% |
| 3M | +27.3% | +0.6% | +26.7% | +26.6% |
| 6M | -9.7% | -22.2% | +12.6% | -7.4% |
| YTD | +19.0% | -40.8% | +59.7% | +26.3% |
| 1Y | +31.5% | -41.5% | +73.0% | +39.7% |
| 3Y | +338.7% | -25.5% | +364.2% | +344.6% |
| 5Y | +307.4% | -64.8% | +372.2% | +355.7% |
| All | +355.1% | -39.8% | +394.8% | +375.7% |
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