+57.0%
AME vs FCUV
-99.2%
+156.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.6% |
| 7D | +1.3% | -63.8% | +65.1% | +1.4% |
| 30D | -6.6% | -14.7% | +8.1% | -6.7% |
| 3M | +3.0% | +65.3% | -62.3% | +1.9% |
| 6M | +5.3% | -68.5% | +73.8% | +5.4% |
| YTD | +15.4% | -83.0% | +98.5% | +16.1% |
| 1Y | +26.8% | -94.4% | +121.2% | +28.8% |
| All | +57.0% | -99.2% | +156.2% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling