+211.7%
AEP vs FLUT
-26.8%
+238.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +2.9% | -0.7% | +3.6% | +2.9% |
| 30D | +3.2% | +9.3% | -6.1% | +3.1% |
| 3M | +3.8% | -17.5% | +21.3% | +4.0% |
| 6M | +2.5% | -14.6% | +17.1% | +2.6% |
| YTD | +15.5% | -62.3% | +77.7% | +16.6% |
| 1Y | +9.6% | -59.6% | +69.2% | +10.6% |
| 3Y | +91.2% | -45.3% | +136.5% | +90.6% |
| 5Y | +88.2% | -50.4% | +138.6% | +86.7% |
| All | +211.7% | -26.8% | +238.5% | +204.5% |
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 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