+525.6%
AJG vs FCUV
-95.7%
+621.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.2% |
| 7D | -8.3% | -66.5% | +58.2% | -8.3% |
| 30D | -5.7% | +5.0% | -10.6% | -5.6% |
| 3M | +9.1% | +63.8% | -54.7% | +9.3% |
| 6M | +15.2% | -67.8% | +83.0% | +15.6% |
| YTD | -6.3% | -82.4% | +76.1% | -6.0% |
| 1Y | -19.1% | -94.7% | +75.6% | -18.8% |
| 3Y | +8.2% | -99.3% | +107.5% | +8.6% |
| 5Y | +75.6% | -99.9% | +175.5% | +76.2% |
| 10Y | +471.1% | -98.6% | +569.7% | +478.0% |
| All | +525.6% | -95.7% | +621.3% | +540.6% |
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