+247.6%
FIS vs AEE
+672.7%
-425.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -11.8% | +9.7% | -21.5% | -16.1% |
| 3M | -28.5% | +5.8% | -34.3% | -30.9% |
| 6M | -27.0% | +4.5% | -31.5% | -29.2% |
| YTD | -53.1% | +15.8% | -68.9% | -57.1% |
| 1Y | -52.8% | +10.8% | -63.5% | -55.9% |
| 3Y | -37.5% | +62.8% | -100.3% | -52.7% |
| 5Y | -71.1% | +56.1% | -127.2% | -78.0% |
| 10Y | -52.0% | +216.4% | -268.5% | -75.4% |
| All | +247.6% | +672.7% | -425.1% | -10.1% |
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