-27.6%
AAL vs FLUT
+381.9%
-409.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.1% |
| 7D | +4.6% | -1.1% | +5.7% | +4.7% |
| 30D | +2.6% | +7.7% | -5.1% | +1.5% |
| 3M | -17.8% | -12.2% | -5.6% | -16.7% |
| 6M | +1.9% | -17.6% | +19.4% | +3.6% |
| YTD | -14.0% | -62.0% | +48.0% | -3.9% |
| 1Y | +0.2% | -62.3% | +62.5% | +12.0% |
| 3Y | +13.0% | -52.0% | +65.0% | +23.2% |
| 5Y | -39.6% | -51.8% | +12.2% | -35.5% |
| 10Y | -65.7% | -26.3% | -39.4% | -63.9% |
| All | -27.6% | +381.9% | -409.5% | -28.5% |
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