+1,457.1%
AEM vs FLUT
+1,645.8%
-188.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -6.8% | -0.7% | -6.2% | -6.8% |
| 30D | +0.8% | +9.3% | -8.4% | +0.5% |
| 3M | -0.8% | -17.5% | +16.6% | -0.4% |
| 6M | -8.5% | -14.6% | +6.1% | -8.4% |
| YTD | +5.9% | -62.3% | +68.2% | +8.7% |
| 1Y | +6.6% | -59.6% | +66.2% | +9.1% |
| 3Y | +302.2% | -45.3% | +347.5% | +305.8% |
| 5Y | +250.8% | -50.4% | +301.2% | +252.3% |
| 10Y | +406.1% | -26.8% | +432.9% | +406.0% |
| All | +1,457.1% | +1,645.8% | -188.7% | +1,491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling