+177.7%
AEP vs FLUT
-10.4%
+188.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.9% | -2.6% | +3.5% | +0.9% |
| 30D | +1.5% | +5.4% | -3.9% | +1.4% |
| 3M | -1.7% | -10.8% | +9.1% | -1.6% |
| 6M | -4.0% | -9.2% | +5.2% | -4.0% |
| YTD | +10.6% | -53.8% | +64.4% | +11.5% |
| 1Y | +18.6% | -66.0% | +84.6% | +20.1% |
| 3Y | +78.7% | -44.7% | +123.4% | +78.6% |
| 5Y | +65.1% | -50.6% | +115.7% | +63.9% |
| 10Y | +177.7% | -10.4% | +188.1% | +169.2% |
| All | +177.7% | -10.4% | +188.1% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling