+413.8%
AME vs FCUV
-94.7%
+508.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | +0.5% |
| 7D | +5.9% | +148.8% | -142.9% | +5.9% |
| 30D | -1.9% | +95.0% | -97.0% | -1.9% |
| 3M | -5.4% | +27.8% | -33.2% | -5.4% |
| 6M | +4.9% | +121.0% | -116.0% | +5.0% |
| YTD | +18.5% | -78.1% | +96.6% | +18.5% |
| 1Y | +25.5% | -94.3% | +119.7% | +25.5% |
| 3Y | +63.0% | -98.9% | +161.9% | +63.1% |
| 5Y | +78.3% | -99.7% | +178.0% | +78.3% |
| 10Y | +447.1% | -98.2% | +545.3% | +461.8% |
| All | +413.8% | -94.7% | +508.5% | +435.1% |
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