-57.6%
FISV vs AEP
+76.7%
-134.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -2.7% | -0.9% | -1.7% | -2.8% |
| 30D | 0.0% | -1.1% | +1.1% | -0.1% |
| 3M | -2.8% | -3.3% | +0.5% | -3.1% |
| 6M | -11.8% | -4.6% | -7.2% | -12.2% |
| YTD | -23.2% | +9.4% | -32.6% | -22.1% |
| 1Y | -62.0% | +16.9% | -78.9% | -61.7% |
| 3Y | -57.6% | +76.6% | -134.2% | -61.2% |
| All | -57.6% | +76.7% | -134.3% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling