+2,256.8%
AEP vs FICO
+78,963.7%
-76,706.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +4.2% | +1.7% | +2.5% | +3.9% |
| 3M | +1.0% | -35.2% | +36.2% | +3.6% |
| 6M | -6.1% | -33.7% | +27.5% | -4.2% |
| YTD | +12.5% | -58.2% | +70.6% | +18.4% |
| 1Y | +9.1% | -56.6% | +65.7% | +14.5% |
| 3Y | +77.2% | -24.0% | +101.2% | +74.7% |
| 5Y | +78.4% | +86.1% | -7.6% | +61.2% |
| 10Y | +188.3% | +522.8% | -334.5% | +134.0% |
| All | +2,256.8% | +78,963.7% | -76,706.9% | +1,542.6% |
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 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