-98.6%
FCUV vs AEIS
+562.2%
-660.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.7% | +1.7% |
| 7D | -66.5% | +2.3% | -68.7% | -67.2% |
| 30D | +5.0% | -14.8% | +19.8% | +7.5% |
| 3M | +63.8% | -15.6% | +79.4% | +61.5% |
| 6M | -67.8% | -8.7% | -59.1% | -69.1% |
| YTD | -82.4% | +37.3% | -119.7% | -84.7% |
| 1Y | -94.7% | +80.3% | -175.1% | -95.7% |
| 3Y | -99.3% | +177.9% | -277.2% | -99.5% |
| 5Y | -99.9% | +235.8% | -335.7% | -99.9% |
| All | -98.6% | +562.2% | -660.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling