+355.1%
AEM vs FCUV
-98.6%
+453.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.9% |
| 7D | -2.1% | -66.5% | +64.3% | -2.2% |
| 30D | +8.4% | +5.0% | +3.5% | +8.5% |
| 3M | +27.3% | +63.8% | -36.5% | +28.0% |
| 6M | -9.7% | -67.8% | +58.2% | -9.0% |
| YTD | +19.0% | -82.4% | +101.4% | +19.8% |
| 1Y | +31.5% | -94.7% | +126.2% | +32.6% |
| 3Y | +338.7% | -99.3% | +438.0% | +342.2% |
| 5Y | +307.4% | -99.9% | +407.3% | +311.1% |
| All | +355.1% | -98.6% | +453.6% | +361.1% |
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