+83.6%
AIG vs FCUV
-95.9%
+179.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.4% | -72.0% | +69.6% | -2.3% |
| 30D | -2.9% | -8.0% | +5.1% | -3.0% |
| 3M | +0.8% | +66.3% | -65.5% | +0.7% |
| 6M | -2.7% | -75.3% | +72.6% | -2.7% |
| YTD | -11.2% | -83.0% | +71.8% | -11.2% |
| 1Y | -1.5% | -94.7% | +93.1% | -1.5% |
| 3Y | +34.4% | -99.3% | +133.6% | +34.4% |
| 5Y | +54.4% | -99.9% | +154.3% | +54.4% |
| 10Y | +64.4% | -98.6% | +163.0% | +66.6% |
| All | +83.6% | -95.9% | +179.4% | +88.1% |
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 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