-40.9%
FIS vs AA
+121.9%
-162.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -3.1% |
| 7D | -9.1% | -0.6% | -8.4% | -9.0% |
| 30D | -10.4% | -1.6% | -8.9% | -10.4% |
| 3M | -3.7% | -29.8% | +26.1% | +1.0% |
| 6M | -24.8% | -16.6% | -8.1% | -24.0% |
| YTD | -41.6% | -4.0% | -37.5% | -42.7% |
| 1Y | -42.7% | +63.5% | -106.3% | -49.2% |
| 3Y | -26.2% | +86.8% | -113.0% | -39.1% |
| 5Y | -66.1% | +12.4% | -78.5% | -71.0% |
| 10Y | -40.9% | +132.3% | -173.2% | -65.4% |
| All | -40.9% | +121.9% | -162.8% | -65.4% |
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