-2.4%
AAOI vs FLUT
-8.8%
+6.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.5% |
| 7D | +4.7% | -2.6% | +7.3% | +4.1% |
| 30D | -18.7% | +5.4% | -24.1% | -17.4% |
| 3M | -33.7% | -10.8% | -23.0% | -34.1% |
| 6M | -2.4% | -9.2% | +6.8% | +1.1% |
| All | -2.4% | -8.8% | +6.3% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling