+167.6%
AEP vs FICO
+605.7%
-438.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +1.5% |
| 7D | +1.8% | -19.2% | +21.0% | +3.8% |
| 30D | -0.8% | -14.6% | +13.8% | +0.5% |
| 3M | -1.8% | -20.1% | +18.3% | -0.2% |
| 6M | -5.4% | -36.3% | +31.0% | -1.9% |
| YTD | +10.4% | -44.9% | +55.3% | +16.3% |
| 1Y | +18.2% | -38.6% | +56.8% | +22.0% |
| 3Y | +79.0% | +4.0% | +75.0% | +65.7% |
| 5Y | +64.8% | +99.5% | -34.7% | +33.6% |
| All | +167.6% | +605.7% | -438.2% | +77.6% |
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