+603.9%
FICO vs AEIS
+523.4%
+80.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.4% | -19.1% | -17.4% |
| 7D | -19.2% | +3.0% | -22.1% | -20.0% |
| 30D | -14.6% | -14.6% | +0.1% | -11.4% |
| 3M | -20.1% | -12.4% | -7.7% | -21.0% |
| 6M | -36.3% | -15.0% | -21.4% | -38.4% |
| YTD | -44.9% | +34.3% | -79.2% | -55.7% |
| 1Y | -38.6% | +87.4% | -126.0% | -57.4% |
| 3Y | +4.0% | +139.8% | -135.8% | -38.8% |
| 5Y | +99.5% | +220.7% | -121.2% | -0.2% |
| All | +603.9% | +523.4% | +80.5% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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