+85.5%
AME vs FCUV
-99.9%
+185.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | 0.0% | -72.0% | +72.0% | +0.4% |
| 30D | -8.6% | -8.0% | -0.6% | -8.8% |
| 3M | +5.8% | +66.3% | -60.5% | +3.8% |
| 6M | +3.8% | -75.3% | +79.1% | +4.1% |
| YTD | +14.4% | -83.0% | +97.4% | +15.1% |
| 1Y | +25.8% | -94.7% | +120.4% | +28.3% |
| 3Y | +55.2% | -99.3% | +154.4% | +62.0% |
| 5Y | +85.5% | -99.9% | +185.4% | +100.0% |
| All | +85.5% | -99.9% | +185.4% | +100.0% |
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