+65.6%
AEP vs FIS
-64.6%
+130.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +1.3% |
| 7D | +2.0% | -3.5% | +5.5% | +2.3% |
| 30D | +0.5% | -7.8% | +8.3% | +1.3% |
| 3M | -0.3% | +0.8% | -1.1% | -0.7% |
| 6M | -3.5% | -21.9% | +18.4% | -1.3% |
| YTD | +11.3% | -39.5% | +50.8% | +17.4% |
| 1Y | +20.2% | -41.0% | +61.2% | +27.1% |
| 3Y | +79.8% | -23.6% | +103.4% | +82.5% |
| 5Y | +65.6% | -65.6% | +131.2% | +82.0% |
| All | +65.6% | -64.6% | +130.1% | +82.0% |
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