+3,311.2%
AEM vs FICO
+78,963.7%
-75,652.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +3.0% |
| 7D | +7.5% | -0.3% | +7.7% | +7.5% |
| 30D | +1.6% | +1.7% | -0.1% | +1.4% |
| 3M | +14.5% | -35.2% | +49.7% | +16.0% |
| 6M | +6.6% | -33.7% | +40.3% | +7.7% |
| YTD | +12.2% | -58.2% | +70.4% | +15.2% |
| 1Y | +19.4% | -56.6% | +76.0% | +22.4% |
| 3Y | +302.1% | -24.0% | +326.0% | +300.0% |
| 5Y | +295.7% | +86.1% | +209.6% | +278.8% |
| 10Y | +338.2% | +522.8% | -184.6% | +305.4% |
| All | +3,311.2% | +78,963.7% | -75,652.5% | +3,325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling