-63.5%
FIS vs AA
+13.0%
-76.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -2.2% | +5.0% | -7.2% | -3.0% |
| 3M | +2.1% | -35.8% | +38.0% | +7.6% |
| 6M | -14.7% | -18.4% | +3.7% | -13.7% |
| YTD | -35.7% | -5.5% | -30.2% | -36.8% |
| 1Y | -37.1% | +61.0% | -98.0% | -43.5% |
| 3Y | -20.0% | +66.2% | -86.2% | -32.2% |
| All | -63.5% | +13.0% | -76.5% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling