+411.1%
AFL vs FCUV
-95.9%
+507.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.7% | -0.4% |
| 7D | -2.1% | -63.8% | +61.6% | -2.1% |
| 30D | -5.4% | -14.7% | +9.2% | -5.4% |
| 3M | -0.3% | +65.3% | -65.6% | -0.2% |
| 6M | +5.2% | -68.5% | +73.7% | +5.2% |
| YTD | +5.7% | -83.0% | +88.7% | +5.7% |
| 1Y | +10.2% | -94.4% | +104.6% | +10.3% |
| 3Y | +63.4% | -99.3% | +162.7% | +63.5% |
| 5Y | +133.0% | -99.9% | +232.9% | +133.0% |
| 10Y | +299.5% | -98.6% | +398.2% | +308.7% |
| All | +411.1% | -95.9% | +507.0% | +426.7% |
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