-55.5%
FIS vs AA
+45.1%
-100.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.5% |
| 7D | -27.4% | +1.2% | -28.6% | -27.7% |
| 30D | -16.8% | -5.0% | -11.8% | -16.5% |
| 3M | -32.6% | -22.2% | -10.4% | -30.5% |
| 6M | -33.4% | -36.3% | +2.9% | -29.7% |
| YTD | -56.0% | -24.2% | -31.9% | -55.5% |
| 1Y | -55.1% | +3.9% | -59.0% | -57.1% |
| 3Y | -41.4% | +67.6% | -109.0% | -51.1% |
| 5Y | -72.7% | -8.8% | -63.8% | -75.8% |
| 10Y | -55.5% | +45.0% | -100.4% | -72.1% |
| All | -55.5% | +45.1% | -100.5% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling