+2.0%
FISV vs AEIS
+562.2%
-560.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.9% | +0.5% | +4.4% |
| 7D | -2.7% | +2.3% | -4.9% | -3.2% |
| 30D | 0.0% | -14.8% | +14.9% | +2.9% |
| 3M | -2.8% | -15.6% | +12.8% | -1.8% |
| 6M | -11.8% | -8.7% | -3.1% | -13.8% |
| YTD | -23.2% | +37.3% | -60.5% | -33.1% |
| 1Y | -62.0% | +80.3% | -142.3% | -69.7% |
| 3Y | -57.6% | +177.9% | -235.6% | -71.5% |
| 5Y | -53.4% | +235.8% | -289.2% | -71.3% |
| All | +2.0% | +562.2% | -560.2% | -57.7% |
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