+45.0%
AA vs FICO
+535.6%
-490.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.7% |
| 7D | +1.2% | +0.9% | +0.4% | +0.9% |
| 30D | -5.0% | +9.4% | -14.5% | -8.9% |
| 3M | -22.2% | -30.4% | +8.2% | -15.6% |
| 6M | -36.3% | -35.1% | -1.2% | -31.1% |
| YTD | -24.2% | -56.8% | +32.6% | -6.3% |
| 1Y | +3.9% | -58.4% | +62.3% | +30.1% |
| 3Y | +67.6% | -26.7% | +94.3% | +48.0% |
| 5Y | -8.8% | +88.0% | -96.9% | -53.2% |
| 10Y | +45.0% | +545.7% | -500.8% | -71.9% |
| All | +45.0% | +535.6% | -490.6% | -71.9% |
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