+33.8%
AEM vs FLUT
-65.6%
+99.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.3% |
| 7D | +3.0% | -2.6% | +5.6% | +2.8% |
| 30D | +12.5% | +5.4% | +7.1% | +13.0% |
| 3M | +26.9% | -10.8% | +37.7% | +25.7% |
| 6M | -9.4% | -9.2% | -0.2% | -9.9% |
| YTD | +20.3% | -53.8% | +74.1% | +31.1% |
| 1Y | +33.8% | -66.0% | +99.8% | +50.4% |
| All | +33.8% | -65.6% | +99.3% | +50.4% |
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