-32.8%
AAL vs FLUT
-50.4%
+17.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.0% |
| 7D | -3.7% | -1.6% | -2.1% | -3.2% |
| 30D | -20.8% | +7.7% | -28.6% | -23.2% |
| 3M | -1.3% | -0.7% | -0.6% | -2.6% |
| 6M | +5.4% | -11.2% | +16.5% | +7.6% |
| YTD | -14.4% | -53.4% | +39.1% | +10.3% |
| 1Y | +2.1% | -65.8% | +67.9% | +46.1% |
| 3Y | -10.6% | -44.9% | +34.4% | +5.7% |
| All | -32.8% | -50.4% | +17.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling