+9,778.0%
FICO vs AEE
+813.9%
+8,964.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.7% | -16.7% |
| 7D | -19.2% | +0.3% | -19.5% | -19.3% |
| 30D | -14.6% | -2.3% | -12.3% | -13.7% |
| 3M | -20.1% | +0.2% | -20.3% | -20.3% |
| 6M | -36.3% | -4.7% | -31.6% | -35.1% |
| YTD | -44.9% | +8.1% | -53.0% | -47.3% |
| 1Y | -38.6% | +8.5% | -47.2% | -41.6% |
| 3Y | +4.0% | +48.9% | -44.9% | -16.8% |
| 5Y | +99.5% | +39.9% | +59.6% | +62.8% |
| 10Y | +604.7% | +186.5% | +418.1% | +290.0% |
| All | +9,778.0% | +813.9% | +8,964.1% | +3,228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling