+64.2%
AIG vs FCUV
-98.6%
+162.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.4% |
| 7D | -1.2% | -66.5% | +65.3% | -1.1% |
| 30D | -1.1% | +5.0% | -6.0% | -1.1% |
| 3M | +0.7% | +63.8% | -63.1% | +0.5% |
| 6M | -2.2% | -67.8% | +65.7% | -2.2% |
| YTD | -10.8% | -82.4% | +71.6% | -10.9% |
| 1Y | -2.0% | -94.7% | +92.7% | -2.0% |
| 3Y | +34.8% | -99.3% | +134.1% | +34.8% |
| 5Y | +55.0% | -99.9% | +154.9% | +55.0% |
| All | +64.2% | -98.6% | +162.7% | +64.3% |
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