+405.8%
AAOI vs FICO
+651.8%
-246.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.4% |
| 7D | +2.9% | -14.1% | +17.0% | +7.7% |
| 30D | -23.1% | -7.5% | -15.6% | -22.7% |
| 3M | -41.0% | -21.3% | -19.8% | -39.9% |
| 6M | -14.3% | -25.2% | +11.0% | -14.5% |
| YTD | +196.3% | -43.2% | +239.5% | +231.4% |
| 1Y | +272.6% | -37.2% | +309.8% | +281.7% |
| 3Y | +775.3% | +6.8% | +768.6% | +603.9% |
| 5Y | +1,290.2% | +112.8% | +1,177.3% | +651.5% |
| All | +405.8% | +651.8% | -246.0% | -0.6% |
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