-37.5%
FIS vs AEE
+62.8%
-100.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | -11.8% | +9.7% | -21.5% | -13.8% |
| 3M | -28.5% | +5.8% | -34.3% | -29.5% |
| 6M | -27.0% | +4.5% | -31.5% | -28.0% |
| YTD | -53.1% | +15.8% | -68.9% | -55.5% |
| 1Y | -52.8% | +10.8% | -63.5% | -54.4% |
| All | -37.5% | +62.8% | -100.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling