+2.0%
FISV vs AEM
+378.0%
-376.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.3% |
| 7D | -2.7% | -2.1% | -0.5% | -2.6% |
| 30D | 0.0% | +8.4% | -8.4% | -0.4% |
| 3M | -2.8% | +27.3% | -30.1% | -4.2% |
| 6M | -11.8% | -9.7% | -2.2% | -11.4% |
| YTD | -23.2% | +19.0% | -42.2% | -24.5% |
| 1Y | -62.0% | +31.5% | -93.5% | -63.0% |
| 3Y | -57.6% | +338.7% | -396.3% | -62.9% |
| 5Y | -53.4% | +307.4% | -360.8% | -59.4% |
| All | +2.0% | +378.0% | -376.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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