+348.2%
AEM vs FLUT
-42.5%
+390.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +4.3% | +3.8% | +0.5% | +4.4% |
| 30D | +13.1% | +6.3% | +6.8% | +13.2% |
| 3M | +24.8% | -4.0% | +28.8% | +24.5% |
| 6M | -8.2% | -10.3% | +2.0% | -8.3% |
| YTD | +19.8% | -53.2% | +73.0% | +24.0% |
| 1Y | +32.1% | -65.0% | +97.1% | +38.2% |
| 3Y | +348.2% | -43.9% | +392.1% | +357.9% |
| All | +348.2% | -42.5% | +390.7% | +357.9% |
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