+3,215.1%
AEM vs FIS
+346.5%
+2,868.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.5% |
| 7D | +4.3% | -3.5% | +7.8% | +4.9% |
| 30D | +13.1% | -7.8% | +21.0% | +14.4% |
| 3M | +24.8% | +0.8% | +23.9% | +24.0% |
| 6M | -8.2% | -21.9% | +13.7% | -5.3% |
| YTD | +19.8% | -39.5% | +59.3% | +28.5% |
| 1Y | +32.1% | -41.0% | +73.1% | +42.0% |
| 3Y | +348.2% | -23.6% | +371.8% | +356.3% |
| 5Y | +297.5% | -65.6% | +363.1% | +353.5% |
| 10Y | +343.3% | -40.2% | +383.5% | +345.2% |
| All | +3,215.1% | +346.5% | +2,868.6% | +2,379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling