+376.5%
FIS vs AEE
+621.2%
-244.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -2.2% | -2.3% | +0.1% | -1.2% |
| 3M | +2.1% | +0.2% | +1.9% | +1.7% |
| 6M | -14.7% | -4.7% | -9.9% | -13.2% |
| YTD | -35.7% | +8.1% | -43.8% | -38.9% |
| 1Y | -37.1% | +8.5% | -45.6% | -40.4% |
| 3Y | -20.0% | +48.9% | -68.9% | -36.5% |
| 5Y | -62.1% | +39.9% | -102.0% | -69.3% |
| 10Y | -37.4% | +186.5% | -223.9% | -66.2% |
| All | +376.5% | +621.2% | -244.7% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling