+301.0%
AEM vs FLUT
-48.5%
+349.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.4% |
| 7D | +3.0% | -2.6% | +5.6% | +3.1% |
| 30D | +12.5% | +5.4% | +7.1% | +12.2% |
| 3M | +26.9% | -10.8% | +37.7% | +27.4% |
| 6M | -9.4% | -9.2% | -0.2% | -9.4% |
| YTD | +20.3% | -53.8% | +74.1% | +27.6% |
| 1Y | +33.8% | -66.0% | +99.8% | +45.6% |
| 3Y | +349.8% | -44.7% | +394.5% | +357.0% |
| 5Y | +301.0% | -50.6% | +351.6% | +291.5% |
| All | +301.0% | -48.5% | +349.5% | +291.5% |
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