-64.8%
AAL vs FCUV
-98.6%
+33.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | +1.2% |
| 7D | -0.9% | -66.5% | +65.6% | -0.7% |
| 30D | -12.9% | +5.0% | -17.8% | -13.0% |
| 3M | -11.2% | +63.8% | -75.0% | -12.8% |
| 6M | +17.8% | -67.8% | +85.7% | +16.4% |
| YTD | -15.1% | -82.4% | +67.3% | -16.0% |
| 1Y | +0.5% | -94.7% | +95.2% | 0.0% |
| 3Y | -7.7% | -99.3% | +91.6% | -8.2% |
| 5Y | -31.3% | -99.9% | +68.5% | -31.6% |
| All | -64.8% | -98.6% | +33.8% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling