+3,792.5%
AEHR vs FCUV
-95.9%
+3,888.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +23.0% | -72.0% | +95.0% | +23.8% |
| 30D | -19.9% | -8.0% | -11.9% | -20.4% |
| 3M | +0.5% | +66.3% | -65.7% | -4.0% |
| 6M | +123.6% | -75.3% | +198.9% | +116.7% |
| YTD | +364.6% | -83.0% | +447.6% | +351.4% |
| 1Y | +255.3% | -94.7% | +350.0% | +248.5% |
| 3Y | +89.7% | -99.3% | +189.0% | +86.0% |
| 5Y | +827.9% | -99.9% | +927.8% | +814.3% |
| 10Y | +3,682.7% | -98.6% | +3,781.3% | +3,326.4% |
| All | +3,792.5% | -95.9% | +3,888.4% | +3,573.5% |
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