+170.5%
AEP vs FCUV
-98.6%
+269.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | -0.9% | -66.5% | +65.5% | -0.9% |
| 30D | -1.1% | +5.0% | -6.0% | -1.1% |
| 3M | -3.3% | +63.8% | -67.1% | -3.6% |
| 6M | -4.6% | -67.8% | +63.2% | -4.9% |
| YTD | +9.4% | -82.4% | +91.8% | +9.2% |
| 1Y | +16.9% | -94.7% | +111.7% | +16.8% |
| 3Y | +76.6% | -99.3% | +175.9% | +76.2% |
| 5Y | +66.2% | -99.9% | +166.0% | +65.9% |
| All | +170.5% | -98.6% | +269.1% | +172.9% |
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 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