+4.4%
FICO vs AEIS
+142.1%
-137.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.4% | -19.1% | -16.7% |
| 7D | -19.2% | +3.0% | -22.1% | -19.2% |
| 30D | -14.6% | -14.6% | +0.1% | -14.4% |
| 3M | -20.1% | -12.4% | -7.7% | -20.2% |
| 6M | -36.3% | -15.0% | -21.4% | -37.0% |
| YTD | -44.9% | +34.3% | -79.2% | -50.5% |
| 1Y | -38.6% | +87.4% | -126.0% | -49.4% |
| All | +4.4% | +142.1% | -137.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling