-52.0%
FIS vs AEIS
+375.1%
-427.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.5% | +2.2% | +5.9% |
| 7D | +1.5% | +9.5% | -8.0% | -0.5% |
| 30D | -11.8% | -17.5% | +5.7% | -9.1% |
| 3M | -28.5% | -29.3% | +0.7% | -24.8% |
| 6M | -27.0% | -34.7% | +7.7% | -23.9% |
| YTD | -53.1% | +10.7% | -63.8% | -58.0% |
| 1Y | -52.8% | +7.4% | -60.1% | -57.4% |
| 3Y | -37.5% | +161.1% | -198.6% | -57.8% |
| 5Y | -71.1% | +150.7% | -221.8% | -80.8% |
| 10Y | -52.0% | +360.8% | -412.9% | -76.1% |
| All | -52.0% | +375.1% | -427.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling