-53.7%
FIS vs AEIS
+4.7%
-58.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.1% | +3.8% |
| 7D | +2.8% | +11.5% | -8.7% | +4.1% |
| 30D | -16.7% | -15.8% | -1.0% | -18.3% |
| 3M | -32.3% | -33.3% | +1.0% | -35.7% |
| 6M | -29.1% | -35.2% | +6.1% | -31.6% |
| YTD | -54.1% | +5.0% | -59.2% | -55.7% |
| 1Y | -53.7% | +8.5% | -62.2% | -55.6% |
| All | -53.7% | +4.7% | -58.4% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling