+266.3%
AEM vs FIS
-70.7%
+337.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.7% | -9.1% | -2.5% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | -1.2% | -11.8% | +10.6% | -1.7% |
| 3M | +2.5% | -28.5% | +31.1% | +3.6% |
| 6M | -5.1% | -27.0% | +22.0% | -4.5% |
| YTD | +10.4% | -53.1% | +63.5% | +16.3% |
| 1Y | +11.8% | -52.8% | +64.5% | +17.6% |
| 3Y | +315.6% | -37.5% | +353.1% | +316.6% |
| 5Y | +266.3% | -71.1% | +337.3% | +299.9% |
| All | +266.3% | -70.7% | +337.0% | +299.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling