+408.7%
AEM vs FICO
+527.0%
-118.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -6.8% | +2.2% | -9.1% | -7.0% |
| 30D | +0.8% | +0.1% | +0.7% | +0.6% |
| 3M | -0.8% | -35.2% | +34.3% | +2.7% |
| 6M | -8.5% | -32.4% | +23.8% | -6.4% |
| YTD | +5.9% | -57.4% | +63.3% | +13.6% |
| 1Y | +6.6% | -58.5% | +65.1% | +14.6% |
| 3Y | +302.2% | -28.9% | +331.1% | +288.7% |
| 5Y | +250.8% | +91.7% | +159.1% | +186.9% |
| All | +408.7% | +527.0% | -118.3% | +276.4% |
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