-28.0%
FICO vs AEIS
+162.3%
-190.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.2% |
| 7D | +4.0% | +9.5% | -5.5% | +4.0% |
| 30D | -1.5% | -17.5% | +16.0% | -1.5% |
| 3M | -29.8% | -29.3% | -0.5% | -29.7% |
| 6M | -33.3% | -34.7% | +1.5% | -32.7% |
| YTD | -56.9% | +10.7% | -67.6% | -61.3% |
| 1Y | -59.5% | +7.4% | -66.8% | -63.4% |
| All | -28.0% | +162.3% | -190.3% | -48.8% |
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