+804.4%
AAOI vs FLUT
-42.2%
+846.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -23.7% | +2.5% | -26.2% | -24.7% |
| 3M | -39.0% | -9.2% | -29.8% | -38.3% |
| 6M | -17.0% | -8.2% | -8.8% | -17.4% |
| YTD | +202.2% | -53.2% | +255.5% | +358.4% |
| 1Y | +292.4% | -65.6% | +358.0% | +657.2% |
| 3Y | +804.4% | -43.6% | +847.9% | +1,219.2% |
| All | +804.4% | -42.2% | +846.6% | +1,219.2% |
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 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