+66.4%
AEP vs FCUV
-99.9%
+166.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -1.0% | -72.0% | +71.0% | -0.9% |
| 30D | -0.1% | -8.0% | +7.9% | -0.2% |
| 3M | -3.2% | +66.3% | -69.5% | -3.8% |
| 6M | -5.3% | -75.3% | +70.0% | -5.5% |
| YTD | +9.5% | -83.0% | +92.5% | +9.4% |
| 1Y | +17.5% | -94.7% | +112.2% | +17.9% |
| 3Y | +77.0% | -99.3% | +176.2% | +77.4% |
| 5Y | +66.4% | -99.9% | +166.2% | +68.1% |
| All | +66.4% | -99.9% | +166.2% | +68.1% |
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 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