+692.0%
AEP vs FIS
+225.0%
+467.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +1.2% |
| 7D | +2.5% | -3.5% | +6.0% | +3.2% |
| 30D | +3.4% | -19.4% | +22.8% | +7.4% |
| 3M | +4.2% | -31.6% | +35.8% | +12.2% |
| 6M | -0.8% | -32.5% | +31.7% | +6.7% |
| YTD | +15.2% | -56.0% | +71.2% | +36.3% |
| 1Y | +8.3% | -55.5% | +63.9% | +27.7% |
| 3Y | +84.2% | -41.3% | +125.5% | +99.2% |
| 5Y | +87.8% | -72.3% | +160.1% | +136.8% |
| 10Y | +204.4% | -55.0% | +259.4% | +226.5% |
| All | +692.0% | +225.0% | +467.1% | +402.1% |
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