+97.0%
FCUV vs AEIS
-6.0%
+103.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +2.8% | -68.0% | -69.0% |
| 7D | -47.9% | +8.1% | -56.1% | -56.9% |
| 30D | +13.7% | -11.1% | +24.8% | +13.4% |
| 3M | +97.0% | -5.6% | +102.6% | +31.4% |
| All | +97.0% | -6.0% | +103.0% | +31.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling