+659.1%
AEP vs FIS
+374.5%
+284.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | -0.8% | -2.2% | +1.4% | -0.4% |
| 3M | -1.8% | +2.1% | -4.0% | -2.8% |
| 6M | -5.4% | -14.7% | +9.3% | -2.6% |
| YTD | +10.4% | -35.7% | +46.2% | +21.2% |
| 1Y | +18.2% | -37.1% | +55.2% | +30.0% |
| 3Y | +79.0% | -20.0% | +99.0% | +82.5% |
| 5Y | +64.8% | -62.1% | +127.0% | +96.1% |
| 10Y | +170.8% | -37.4% | +208.2% | +172.9% |
| All | +659.1% | +374.5% | +284.6% | +346.5% |
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