+514.9%
FICO vs AEE
+202.4%
+312.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +2.1% | -3.0% | -1.9% |
| 30D | +3.3% | +11.4% | -8.0% | -1.6% |
| 3M | -31.7% | +5.0% | -36.7% | -33.4% |
| 6M | -34.0% | +4.4% | -38.4% | -35.6% |
| YTD | -58.3% | +15.4% | -73.7% | -61.3% |
| 1Y | -57.9% | +13.8% | -71.7% | -60.7% |
| 3Y | -24.1% | +58.0% | -82.1% | -40.0% |
| 5Y | +85.3% | +52.9% | +32.4% | +46.4% |
| All | +514.9% | +202.4% | +312.5% | +300.0% |
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