+403.7%
AME vs FCUV
-87.2%
+491.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.2% | +1.5% |
| 7D | +0.6% | +62.8% | -62.2% | +0.6% |
| 30D | -6.7% | +66.5% | -73.2% | -6.7% |
| 3M | +4.1% | +459.9% | -455.9% | +4.2% |
| 6M | +1.6% | -12.4% | +13.9% | +1.6% |
| YTD | +16.1% | -47.5% | +63.7% | +16.2% |
| 1Y | +27.3% | -80.5% | +107.8% | +27.4% |
| 3Y | +50.9% | -97.6% | +148.5% | +50.9% |
| 5Y | +81.4% | -99.5% | +180.9% | +81.2% |
| 10Y | +417.0% | -95.8% | +512.7% | +430.9% |
| All | +403.7% | -87.2% | +491.0% | +424.7% |
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