-60.0%
FISV vs AEIS
+172.0%
-232.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.3% |
| 7D | -6.4% | +6.5% | -12.9% | -6.5% |
| 30D | -6.8% | -9.2% | +2.3% | -6.7% |
| 3M | -10.0% | -8.3% | -1.6% | -10.5% |
| 6M | -20.6% | -6.3% | -14.3% | -21.5% |
| YTD | -27.6% | +36.5% | -64.1% | -31.5% |
| 1Y | -64.3% | +84.8% | -149.1% | -67.9% |
| All | -60.0% | +172.0% | -232.1% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling