+203.2%
AEP vs FICO
+535.6%
-332.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +4.9% | +9.4% | -4.6% | +3.8% |
| 3M | +4.9% | -30.4% | +35.3% | +7.4% |
| 6M | -0.3% | -35.1% | +34.8% | +2.4% |
| YTD | +14.3% | -56.8% | +71.1% | +22.0% |
| 1Y | +7.5% | -58.4% | +65.9% | +15.3% |
| 3Y | +82.6% | -26.7% | +109.3% | +75.2% |
| 5Y | +81.5% | +88.0% | -6.5% | +45.6% |
| 10Y | +203.2% | +545.7% | -342.5% | +102.2% |
| All | +203.2% | +535.6% | -332.4% | +102.2% |
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