-55.8%
FISV vs AA
+5.3%
-61.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.1% |
| 7D | -7.2% | -5.4% | -1.8% | -6.7% |
| 30D | -7.2% | -10.7% | +3.5% | -6.1% |
| 3M | -8.2% | -26.2% | +18.0% | -5.1% |
| 6M | -17.7% | -20.9% | +3.2% | -16.4% |
| YTD | -27.2% | -8.6% | -18.5% | -27.8% |
| 1Y | -63.0% | +57.4% | -120.4% | -66.1% |
| 3Y | -59.8% | +77.8% | -137.6% | -65.2% |
| 5Y | -55.8% | +2.7% | -58.5% | -60.6% |
| All | -55.8% | +5.3% | -61.1% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling