+17.5%
AGG vs FICO
+534.5%
-517.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.6% | +4.0% | -4.5% | -0.7% |
| 30D | +1.6% | -1.5% | +3.1% | +1.6% |
| 3M | -0.5% | -29.8% | +29.3% | +0.2% |
| 6M | -1.1% | -33.3% | +32.2% | -0.4% |
| YTD | -0.7% | -56.9% | +56.1% | +1.1% |
| 1Y | -0.7% | -59.5% | +58.8% | +1.3% |
| 3Y | +14.5% | -26.9% | +41.4% | +13.9% |
| 5Y | -0.9% | +92.9% | -93.8% | -5.0% |
| All | +17.5% | +534.5% | -517.0% | +11.9% |
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