+375.9%
AEM vs FICO
+544.0%
-168.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.6% |
| 7D | +17.8% | -0.1% | +17.9% | +17.8% |
| 30D | +6.2% | +8.4% | -2.2% | +5.1% |
| 3M | +12.5% | -30.5% | +43.0% | +15.7% |
| 6M | +4.4% | -35.7% | +40.1% | +7.4% |
| YTD | +19.2% | -57.2% | +76.4% | +27.8% |
| 1Y | +25.5% | -58.4% | +83.9% | +34.9% |
| 3Y | +346.4% | -24.8% | +371.3% | +327.8% |
| 5Y | +305.7% | +79.3% | +226.4% | +234.6% |
| 10Y | +375.9% | +531.6% | -155.7% | +236.2% |
| All | +375.9% | +544.0% | -168.0% | +236.2% |
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