-68.3%
AAL vs FCUV
-87.2%
+19.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.7% | +14.9% | +1.3% |
| 7D | -3.7% | +62.8% | -66.6% | -3.9% |
| 30D | -20.8% | +66.5% | -87.3% | -21.0% |
| 3M | -1.3% | +459.9% | -461.2% | -3.1% |
| 6M | +5.4% | -12.4% | +17.7% | +4.0% |
| YTD | -14.4% | -47.5% | +33.2% | -15.3% |
| 1Y | +2.1% | -80.5% | +82.6% | +1.3% |
| 3Y | -10.6% | -97.6% | +87.1% | -11.2% |
| 5Y | -32.2% | -99.5% | +67.3% | -32.6% |
| 10Y | -62.7% | -95.8% | +33.0% | -63.3% |
| All | -68.3% | -87.2% | +19.0% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling