-51.1%
FIS vs AEE
+13.9%
-65.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.5% | -26.1% | -23.0% |
| 7D | -18.4% | +4.7% | -23.1% | -17.6% |
| 30D | -11.4% | +13.4% | -24.8% | -9.3% |
| 3M | -32.0% | +4.1% | -36.0% | -31.5% |
| 6M | -35.6% | +2.0% | -37.6% | -35.4% |
| YTD | -53.8% | +15.6% | -69.4% | -51.3% |
| 1Y | -51.1% | +14.1% | -65.2% | -48.4% |
| All | -51.1% | +13.9% | -65.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling