+273.7%
AEM vs FLUT
-52.8%
+326.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.8% | -5.2% |
| 7D | +13.9% | -1.5% | +15.3% | +13.9% |
| 30D | +0.8% | +3.4% | -2.7% | +0.5% |
| 3M | +5.8% | -12.5% | +18.2% | +6.4% |
| 6M | -1.0% | -18.5% | +17.5% | -0.5% |
| YTD | +13.1% | -61.6% | +74.7% | +21.1% |
| 1Y | +14.4% | -64.1% | +78.5% | +23.2% |
| 3Y | +325.7% | -44.5% | +370.2% | +327.1% |
| 5Y | +273.7% | -51.3% | +325.0% | +277.6% |
| All | +273.7% | -52.8% | +326.6% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling