+78.5%
AME vs FCUV
-99.7%
+178.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | -0.1% |
| 7D | +5.9% | +148.8% | -142.9% | +5.2% |
| 30D | -1.9% | +95.0% | -97.0% | -2.4% |
| 3M | -5.4% | +27.8% | -33.2% | -5.9% |
| 6M | +4.9% | +121.0% | -116.0% | +2.4% |
| YTD | +18.5% | -78.1% | +96.6% | +18.8% |
| 1Y | +25.5% | -94.3% | +119.7% | +28.4% |
| 3Y | +63.0% | -98.9% | +161.9% | +69.8% |
| All | +78.5% | -99.7% | +178.2% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling