+102.8%
AAOI vs FICO
+527.0%
-424.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | -0.5% | +2.2% | -2.7% | -1.2% |
| 30D | -42.1% | +0.1% | -42.2% | -42.9% |
| 3M | -61.6% | -35.2% | -26.5% | -57.9% |
| 6M | -77.6% | -32.4% | -45.3% | -77.5% |
| YTD | +43.1% | -57.4% | +100.5% | +69.5% |
| 1Y | +138.6% | -58.5% | +197.1% | +186.2% |
| 3Y | +353.5% | -28.9% | +382.4% | +312.6% |
| 5Y | +720.6% | +91.7% | +628.9% | +327.0% |
| All | +102.8% | +527.0% | -424.2% | -60.7% |
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