+301.0%
AEM vs FICO
+81.4%
+219.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +15.8% | -0.9% | +16.8% | +15.9% |
| 30D | +6.2% | +3.3% | +2.9% | +5.7% |
| 3M | +14.3% | -31.7% | +46.1% | +17.0% |
| 6M | +1.4% | -34.0% | +35.4% | +3.2% |
| YTD | +13.7% | -58.3% | +72.1% | +20.6% |
| 1Y | +21.3% | -57.9% | +79.3% | +28.4% |
| 3Y | +309.9% | -24.1% | +334.0% | +280.1% |
| All | +301.0% | +81.4% | +219.5% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling