-23.6%
FIS vs AEE
+49.7%
-73.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.1% |
| 7D | -3.5% | +1.3% | -4.8% | -3.8% |
| 30D | -7.8% | -1.2% | -6.6% | -7.6% |
| 3M | +0.8% | +1.0% | -0.2% | +0.4% |
| 6M | -21.9% | -2.3% | -19.6% | -21.7% |
| YTD | -39.5% | +9.1% | -48.6% | -41.7% |
| 1Y | -41.0% | +10.6% | -51.5% | -43.6% |
| 3Y | -23.6% | +48.5% | -72.1% | -34.8% |
| All | -23.6% | +49.7% | -73.3% | -34.8% |
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