+343.5%
AEM vs FIS
-26.4%
+370.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.4% |
| 7D | +3.0% | -9.1% | +12.1% | +3.0% |
| 30D | +12.5% | -10.4% | +22.9% | +12.5% |
| 3M | +26.9% | -3.7% | +30.6% | +26.5% |
| 6M | -9.4% | -24.8% | +15.3% | -8.7% |
| YTD | +20.3% | -41.6% | +61.8% | +24.2% |
| 1Y | +33.8% | -42.7% | +76.5% | +38.4% |
| All | +343.5% | -26.4% | +370.0% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling