+273.7%
AEM vs FICO
+82.5%
+191.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -5.2% |
| 7D | +13.9% | +0.9% | +13.0% | +13.8% |
| 30D | +0.8% | +9.4% | -8.7% | -0.1% |
| 3M | +5.8% | -30.4% | +36.2% | +8.1% |
| 6M | -1.0% | -35.1% | +34.1% | +1.1% |
| YTD | +13.1% | -56.8% | +69.9% | +19.7% |
| 1Y | +14.4% | -58.4% | +72.8% | +21.5% |
| 3Y | +325.7% | -26.7% | +352.4% | +298.3% |
| 5Y | +273.7% | +88.0% | +185.7% | +193.9% |
| All | +273.7% | +82.5% | +191.2% | +193.9% |
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