+13.3%
AGG vs FIS
-26.4%
+39.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | -0.2% | -9.1% | +8.9% | +0.1% |
| 30D | -0.2% | -10.4% | +10.2% | 0.0% |
| 3M | -0.7% | -3.7% | +3.0% | -0.7% |
| 6M | -1.8% | -24.8% | +23.0% | -1.0% |
| YTD | -0.6% | -41.6% | +41.0% | +1.1% |
| 1Y | +0.4% | -42.7% | +43.1% | +2.1% |
| All | +13.3% | -26.4% | +39.7% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling