+11.8%
AAL vs FLUT
-45.9%
+57.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.7% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +11.7% | +9.3% | +2.5% | +8.1% |
| 3M | -12.5% | -17.5% | +4.9% | -7.4% |
| 6M | +3.6% | -14.6% | +18.2% | +6.1% |
| YTD | -14.1% | -62.3% | +48.2% | +22.8% |
| 1Y | +0.8% | -59.6% | +60.4% | +39.8% |
| 3Y | +11.8% | -45.3% | +57.1% | +41.9% |
| All | +11.8% | -45.9% | +57.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling