+194.6%
AEP vs FICO
+544.0%
-349.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.2% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +4.5% | +8.4% | -3.9% | +3.5% |
| 3M | +2.8% | -30.5% | +33.3% | +5.4% |
| 6M | -0.7% | -35.7% | +35.1% | +2.1% |
| YTD | +13.8% | -57.2% | +71.0% | +21.7% |
| 1Y | +9.0% | -58.4% | +67.4% | +16.8% |
| 3Y | +83.0% | -24.8% | +107.8% | +74.7% |
| 5Y | +83.3% | +79.3% | +4.0% | +48.0% |
| 10Y | +194.6% | +531.6% | -337.1% | +95.3% |
| All | +194.6% | +544.0% | -349.4% | +95.3% |
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