-22.2%
AAL vs FLUT
+383.6%
-405.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.4% |
| 7D | +8.3% | -6.5% | +14.7% | +9.2% |
| 30D | +11.0% | +2.8% | +8.2% | +10.5% |
| 3M | -11.2% | -13.5% | +2.3% | -9.8% |
| 6M | +6.1% | -19.0% | +25.0% | +8.1% |
| YTD | -7.6% | -61.9% | +54.2% | +3.2% |
| 1Y | +3.7% | -63.2% | +67.0% | +16.3% |
| 3Y | +20.5% | -46.0% | +66.5% | +30.0% |
| 5Y | -36.4% | -51.8% | +15.4% | -32.1% |
| 10Y | -65.4% | -26.1% | -39.4% | -63.7% |
| All | -22.2% | +383.6% | -405.8% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling