+4.4%
FICO vs AEE
+49.1%
-44.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.7% | -16.7% |
| 7D | -19.2% | +0.3% | -19.5% | -19.2% |
| 30D | -14.6% | -2.3% | -12.3% | -14.2% |
| 3M | -20.1% | +0.2% | -20.3% | -20.1% |
| 6M | -36.3% | -4.7% | -31.6% | -35.7% |
| YTD | -44.9% | +8.1% | -53.0% | -46.0% |
| 1Y | -38.6% | +8.5% | -47.2% | -39.9% |
| All | +4.4% | +49.1% | -44.7% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling