-65.6%
FIS vs AEE
+43.4%
-109.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.2% |
| 7D | -3.5% | +1.3% | -4.8% | -3.9% |
| 30D | -7.8% | -1.2% | -6.6% | -7.5% |
| 3M | +0.8% | +1.0% | -0.2% | +0.2% |
| 6M | -21.9% | -2.3% | -19.6% | -21.7% |
| YTD | -39.5% | +9.1% | -48.6% | -42.1% |
| 1Y | -41.0% | +10.6% | -51.5% | -44.0% |
| 3Y | -23.6% | +48.5% | -72.1% | -36.4% |
| 5Y | -65.6% | +39.9% | -105.5% | -71.3% |
| All | -65.6% | +43.4% | -109.0% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling