+39.2%
AEM vs FCUV
-81.1%
+120.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.7% | +12.5% | -1.2% |
| 7D | -0.5% | +62.8% | -63.4% | -0.2% |
| 30D | +24.0% | +66.5% | -42.5% | +24.6% |
| 3M | +16.1% | +459.9% | -443.9% | +20.7% |
| 6M | -11.6% | -12.4% | +0.8% | -4.4% |
| YTD | +21.5% | -47.5% | +69.1% | +33.3% |
| 1Y | +39.2% | -80.5% | +119.7% | +59.9% |
| All | +39.2% | -81.1% | +120.3% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling