+860.9%
AEM vs FCUV
-95.9%
+956.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +0.4% |
| 7D | +3.0% | -63.8% | +66.8% | +2.9% |
| 30D | +12.5% | -14.7% | +27.2% | +12.6% |
| 3M | +26.9% | +65.3% | -38.4% | +27.9% |
| 6M | -9.4% | -68.5% | +59.0% | -8.7% |
| YTD | +20.3% | -83.0% | +103.3% | +21.2% |
| 1Y | +33.8% | -94.4% | +128.2% | +34.9% |
| 3Y | +349.8% | -99.3% | +449.1% | +353.5% |
| 5Y | +301.0% | -99.9% | +400.9% | +304.5% |
| 10Y | +376.1% | -98.6% | +474.7% | +385.4% |
| All | +860.9% | -95.9% | +956.8% | +889.3% |
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