+295.8%
AFL vs FCUV
-98.6%
+394.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -1.6% | -66.5% | +64.8% | -1.6% |
| 30D | -4.0% | +5.0% | -9.0% | -4.0% |
| 3M | -0.5% | +63.8% | -64.3% | -0.6% |
| 6M | +6.5% | -67.8% | +74.4% | +6.5% |
| YTD | +6.2% | -82.4% | +88.6% | +6.1% |
| 1Y | +8.3% | -94.7% | +103.0% | +8.3% |
| 3Y | +62.5% | -99.3% | +161.8% | +62.5% |
| 5Y | +136.2% | -99.9% | +236.0% | +136.1% |
| All | +295.8% | -98.6% | +394.4% | +303.3% |
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 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