+231.6%
AEP vs FCUV
-95.6%
+327.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -65.2% | +66.0% | +0.7% |
| 7D | +2.0% | -47.9% | +49.9% | +2.0% |
| 30D | +0.5% | +13.7% | -13.1% | +0.5% |
| 3M | -0.3% | +97.0% | -97.3% | -0.3% |
| 6M | -3.5% | -66.1% | +62.6% | -3.5% |
| YTD | +11.3% | -81.8% | +93.0% | +11.3% |
| 1Y | +20.2% | -93.3% | +113.5% | +20.2% |
| 3Y | +79.8% | -99.2% | +179.0% | +79.7% |
| 5Y | +65.6% | -99.9% | +165.4% | +65.4% |
| 10Y | +169.3% | -98.5% | +267.8% | +173.7% |
| All | +231.6% | -95.6% | +327.2% | +242.8% |
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