-39.3%
FICO vs AEE
+9.5%
-48.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -15.4% | +0.6% | -16.0% | -15.5% |
| 30D | -10.4% | -1.9% | -8.4% | -10.2% |
| 3M | -22.7% | +0.3% | -23.0% | -22.1% |
| 6M | -36.8% | -3.0% | -33.8% | -36.3% |
| YTD | -44.8% | +8.4% | -53.2% | -44.9% |
| 1Y | -39.3% | +9.8% | -49.1% | -35.1% |
| All | -39.3% | +9.5% | -48.9% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling