+3,912.3%
AEHR vs FCUV
-98.6%
+4,010.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.3% | +0.9% |
| 7D | +9.8% | -66.5% | +76.2% | +10.4% |
| 30D | -26.7% | +5.0% | -31.7% | -27.3% |
| 3M | -8.1% | +63.8% | -71.9% | -12.8% |
| 6M | +123.1% | -67.8% | +190.9% | +114.8% |
| YTD | +369.0% | -82.4% | +451.4% | +354.0% |
| 1Y | +256.4% | -94.7% | +351.1% | +249.0% |
| 3Y | +96.4% | -99.3% | +195.6% | +92.2% |
| 5Y | +836.6% | -99.9% | +936.4% | +822.2% |
| All | +3,912.3% | -98.6% | +4,010.9% | +3,247.6% |
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