+8,411.1%
FICO vs AEIS
+1,770.4%
+6,640.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.4% |
| 7D | -0.9% | -11.3% | +10.3% | +0.6% |
| 30D | +3.3% | -32.6% | +35.9% | +9.1% |
| 3M | -31.7% | -39.2% | +7.4% | -27.3% |
| 6M | -34.0% | -45.4% | +11.4% | -30.0% |
| YTD | -58.3% | -5.8% | -52.5% | -60.5% |
| 1Y | -57.9% | -10.0% | -47.9% | -59.9% |
| 3Y | -24.1% | +121.2% | -145.2% | -39.8% |
| 5Y | +85.3% | +110.6% | -25.3% | +46.9% |
| 10Y | +520.3% | +326.6% | +193.7% | +328.3% |
| All | +8,411.1% | +1,770.4% | +6,640.7% | +4,107.1% |
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 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