+98.1%
AGG vs FIS
+235.3%
-137.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | -0.1% |
| 7D | +0.1% | -3.5% | +3.6% | +0.1% |
| 30D | -0.4% | -7.8% | +7.5% | -0.4% |
| 3M | -0.3% | +0.8% | -1.1% | -0.3% |
| 6M | -1.2% | -21.9% | +20.7% | -1.3% |
| YTD | -0.4% | -39.5% | +39.1% | -0.5% |
| 1Y | +0.4% | -41.0% | +41.4% | +0.3% |
| 3Y | +13.4% | -23.6% | +37.0% | +13.5% |
| 5Y | -1.4% | -65.6% | +64.2% | -1.9% |
| 10Y | +14.8% | -40.2% | +55.0% | +15.7% |
| All | +98.1% | +235.3% | -137.2% | +105.9% |
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