+545.7%
FICO vs AEE
+211.4%
+334.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.9% | +3.0% | -2.1% | -0.5% |
| 30D | +9.4% | +11.2% | -1.8% | +4.3% |
| 3M | -30.4% | +7.0% | -37.4% | -32.6% |
| 6M | -35.1% | +5.7% | -40.8% | -37.0% |
| YTD | -56.8% | +16.2% | -73.0% | -60.0% |
| 1Y | -58.4% | +12.0% | -70.4% | -60.9% |
| 3Y | -26.7% | +63.4% | -90.1% | -43.0% |
| 5Y | +88.0% | +56.0% | +32.0% | +47.4% |
| 10Y | +545.7% | +217.4% | +328.4% | +319.9% |
| All | +545.7% | +211.4% | +334.3% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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