+100.9%
AAOI vs FLUT
-63.1%
+164.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -8.4% |
| 7D | -27.9% | +4.2% | -32.1% | -26.2% |
| 30D | -51.2% | +8.0% | -59.2% | -49.0% |
| 3M | -55.0% | -22.1% | -32.9% | -58.9% |
| 6M | -65.7% | -21.7% | -44.0% | -67.9% |
| YTD | +70.0% | -62.0% | +132.0% | +80.3% |
| 1Y | +100.9% | -63.2% | +164.1% | +116.4% |
| All | +100.9% | -63.1% | +164.0% | +116.4% |
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 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