+297.4%
AEM vs FCUV
-99.9%
+397.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -5.0% | -72.0% | +66.9% | -5.3% |
| 30D | +8.5% | -8.0% | +16.5% | +8.7% |
| 3M | +29.3% | +66.3% | -37.0% | +32.0% |
| 6M | -12.9% | -75.3% | +62.4% | -9.9% |
| YTD | +16.8% | -83.0% | +99.7% | +21.0% |
| 1Y | +29.8% | -94.7% | +124.5% | +35.5% |
| 3Y | +336.7% | -99.3% | +436.0% | +358.6% |
| All | +297.4% | -99.9% | +397.3% | +329.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling