-65.1%
AAL vs FLUT
-10.4%
-54.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | -13.7% | +5.4% | -19.1% | -15.1% |
| 3M | -8.2% | -10.8% | +2.6% | -6.3% |
| 6M | +13.1% | -9.2% | +22.3% | +14.3% |
| YTD | -15.6% | -53.8% | +38.2% | +1.3% |
| 1Y | +1.4% | -66.0% | +67.4% | +31.0% |
| 3Y | -7.4% | -44.7% | +37.2% | +5.2% |
| 5Y | -35.9% | -50.6% | +14.6% | -30.2% |
| 10Y | -65.1% | -10.4% | -54.7% | -63.9% |
| All | -65.1% | -10.4% | -54.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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