+13.6%
AGG vs FICO
-27.8%
+41.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.5% | +2.2% | -3.7% | -1.5% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | -1.6% | -35.2% | +33.5% | -1.1% |
| 6M | -1.6% | -32.4% | +30.7% | -1.3% |
| YTD | -1.5% | -57.4% | +55.9% | -0.4% |
| 1Y | -1.1% | -58.5% | +57.4% | 0.0% |
| 3Y | +13.6% | -28.9% | +42.5% | +9.7% |
| All | +13.6% | -27.8% | +41.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling