+11,161.9%
FICO vs AEIS
+2,566.8%
+8,595.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.4% | -19.1% | -17.1% |
| 7D | -19.2% | +3.0% | -22.1% | -19.6% |
| 30D | -14.6% | -14.6% | +0.1% | -12.7% |
| 3M | -20.1% | -12.4% | -7.7% | -20.4% |
| 6M | -36.3% | -15.0% | -21.4% | -37.1% |
| YTD | -44.9% | +34.3% | -79.2% | -50.0% |
| 1Y | -38.6% | +87.4% | -126.0% | -47.9% |
| 3Y | +4.0% | +139.8% | -135.8% | -17.4% |
| 5Y | +99.5% | +220.7% | -121.2% | +49.5% |
| 10Y | +604.7% | +531.6% | +73.1% | +362.7% |
| All | +11,161.9% | +2,566.8% | +8,595.1% | +5,224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling