+14.6%
AGG vs FICO
+606.0%
-591.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.7% | +0.5% |
| 7D | -0.2% | -19.2% | +19.0% | +0.4% |
| 30D | -0.4% | -14.6% | +14.2% | 0.0% |
| 3M | -0.7% | -20.1% | +19.4% | -0.2% |
| 6M | -1.5% | -36.3% | +34.8% | -0.6% |
| YTD | -0.3% | -44.9% | +44.6% | +1.1% |
| 1Y | +1.3% | -38.6% | +39.9% | +2.3% |
| 3Y | +13.2% | +4.0% | +9.3% | +11.6% |
| 5Y | -1.4% | +99.5% | -101.0% | -5.5% |
| All | +14.6% | +606.0% | -591.5% | +8.4% |
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