+8,566.1%
FICO vs AEIS
+2,072.0%
+6,494.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +1.4% | +23.2% | -21.8% | -2.1% |
| 30D | -0.8% | -17.0% | +16.2% | +1.3% |
| 3M | -31.3% | -32.2% | +0.9% | -28.1% |
| 6M | -33.9% | -32.6% | -1.4% | -32.4% |
| YTD | -57.6% | +9.4% | -66.9% | -60.8% |
| 1Y | -59.7% | +7.7% | -67.3% | -62.7% |
| 3Y | -28.0% | +157.9% | -186.0% | -44.3% |
| 5Y | +91.0% | +154.8% | -63.8% | +46.7% |
| 10Y | +529.4% | +355.2% | +174.2% | +328.8% |
| All | +8,566.1% | +2,072.0% | +6,494.1% | +4,078.2% |
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