+539.5%
FICO vs AEE
+216.2%
+323.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | -1.5% | +9.7% | -11.2% | -5.6% |
| 3M | -29.8% | +5.8% | -35.6% | -31.7% |
| 6M | -33.3% | +4.5% | -37.7% | -34.8% |
| YTD | -56.9% | +15.8% | -72.7% | -60.1% |
| 1Y | -59.5% | +10.8% | -70.2% | -61.7% |
| 3Y | -26.9% | +62.8% | -89.7% | -43.1% |
| 5Y | +92.9% | +56.1% | +36.8% | +51.1% |
| 10Y | +539.5% | +216.4% | +323.0% | +316.5% |
| All | +539.5% | +216.2% | +323.2% | +316.5% |
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