-32.2%
AAL vs FCUV
-99.9%
+67.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -0.9% | -72.0% | +71.0% | -0.1% |
| 30D | -16.0% | -8.0% | -8.0% | -16.4% |
| 3M | -4.2% | +66.3% | -70.5% | -8.5% |
| 6M | +15.7% | -75.3% | +91.0% | +16.9% |
| YTD | -16.2% | -83.0% | +66.8% | -14.5% |
| 1Y | +0.2% | -94.7% | +94.9% | +6.9% |
| 3Y | -8.1% | -99.3% | +91.2% | +3.7% |
| 5Y | -32.2% | -99.9% | +67.7% | -13.8% |
| All | -32.2% | -99.9% | +67.7% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling