+10,678.2%
FISV vs AEP
+2,240.6%
+8,437.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.3% |
| 7D | -1.6% | +2.0% | -3.6% | -2.3% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | -3.5% | -0.3% | -3.2% | -3.6% |
| 6M | -19.4% | -3.5% | -15.9% | -18.8% |
| YTD | -24.3% | +11.3% | -35.5% | -27.8% |
| 1Y | -62.4% | +20.2% | -82.6% | -65.9% |
| 3Y | -58.2% | +79.8% | -137.9% | -67.9% |
| 5Y | -56.5% | +65.6% | -122.1% | -65.8% |
| 10Y | -0.5% | +169.3% | -169.8% | -35.4% |
| All | +10,678.2% | +2,240.6% | +8,437.6% | +3,221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling