+66.3%
AA vs FICO
+512.2%
-445.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | -6.7% | +3.3% | -10.0% | -8.8% |
| 3M | -16.3% | -31.7% | +15.4% | -8.7% |
| 6M | -37.1% | -34.0% | -3.1% | -32.6% |
| YTD | -25.0% | -58.3% | +33.3% | -6.3% |
| 1Y | +8.6% | -57.9% | +66.5% | +34.6% |
| 3Y | +57.2% | -24.1% | +81.3% | +35.5% |
| 5Y | -13.0% | +85.3% | -98.3% | -55.2% |
| All | +66.3% | +512.2% | -445.9% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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