-55.5%
FISV vs AEM
+298.9%
-354.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | -7.2% | -5.0% | -2.2% | -7.0% |
| 30D | -7.2% | +8.5% | -15.6% | -7.6% |
| 3M | -8.2% | +29.3% | -37.4% | -9.5% |
| 6M | -17.7% | -12.9% | -4.8% | -16.8% |
| YTD | -27.2% | +16.8% | -43.9% | -28.4% |
| 1Y | -63.0% | +29.8% | -92.8% | -64.1% |
| 3Y | -59.8% | +336.7% | -396.5% | -66.4% |
| All | -55.5% | +298.9% | -354.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling