+239.9%
FIS vs AEE
+682.9%
-443.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | +2.8% | +1.7% | +1.1% | +2.0% |
| 30D | -16.7% | +9.7% | -26.5% | -20.8% |
| 3M | -32.3% | +5.9% | -38.2% | -34.5% |
| 6M | -29.1% | +6.7% | -35.8% | -31.9% |
| YTD | -54.1% | +17.4% | -71.5% | -58.3% |
| 1Y | -53.7% | +12.7% | -66.4% | -57.1% |
| 3Y | -38.8% | +68.2% | -107.1% | -54.5% |
| 5Y | -71.1% | +57.3% | -128.4% | -78.0% |
| 10Y | -53.1% | +220.6% | -273.7% | -76.1% |
| All | +239.9% | +682.9% | -443.0% | -12.7% |
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