+6.4%
AAL vs FLUT
-63.7%
+70.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.4% |
| 7D | +8.3% | -6.5% | +14.7% | +10.0% |
| 30D | +11.0% | +2.8% | +8.2% | +10.1% |
| 3M | -11.2% | -13.5% | +2.3% | -8.7% |
| 6M | +6.1% | -19.0% | +25.0% | +9.5% |
| YTD | -7.6% | -61.9% | +54.2% | +23.6% |
| All | +6.4% | -63.7% | +70.0% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling