-40.6%
FIS vs AEE
+191.1%
-231.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.9% | -0.8% | -7.1% | -7.6% |
| 30D | -8.0% | -2.9% | -5.0% | -6.8% |
| 3M | +0.6% | -2.4% | +3.0% | +1.4% |
| 6M | -22.2% | -2.7% | -19.5% | -21.8% |
| YTD | -40.8% | +7.3% | -48.0% | -43.4% |
| 1Y | -41.5% | +7.5% | -49.1% | -44.3% |
| 3Y | -25.5% | +46.2% | -71.7% | -39.5% |
| 5Y | -64.8% | +39.7% | -104.5% | -71.1% |
| All | -40.6% | +191.1% | -231.7% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling