+2.0%
FISV vs AEP
+174.9%
-172.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -2.7% | -0.9% | -1.7% | -2.4% |
| 30D | 0.0% | -1.1% | +1.1% | +0.3% |
| 3M | -2.8% | -3.3% | +0.5% | -1.9% |
| 6M | -11.8% | -4.6% | -7.2% | -10.9% |
| YTD | -23.2% | +9.4% | -32.6% | -26.4% |
| 1Y | -62.0% | +16.9% | -78.9% | -65.3% |
| 3Y | -57.6% | +76.6% | -134.2% | -68.6% |
| 5Y | -53.4% | +66.2% | -119.6% | -64.8% |
| All | +2.0% | +174.9% | -172.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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