+170.8%
AEP vs FIS
-39.9%
+210.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.2% |
| 7D | -1.0% | -8.9% | +7.9% | +0.6% |
| 30D | -0.1% | -9.9% | +9.8% | +1.6% |
| 3M | -3.2% | 0.0% | -3.2% | -3.6% |
| 6M | -5.3% | -22.9% | +17.6% | -1.3% |
| YTD | +9.5% | -40.9% | +50.4% | +20.0% |
| 1Y | +17.5% | -40.4% | +57.9% | +28.2% |
| 3Y | +77.0% | -25.4% | +102.3% | +81.4% |
| 5Y | +66.4% | -64.8% | +131.2% | +98.9% |
| All | +170.8% | -39.9% | +210.7% | +202.4% |
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 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