+83.3%
AEP vs FLUT
-53.8%
+137.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -1.5% | -6.5% | +4.9% | -1.5% |
| 30D | +4.5% | +2.8% | +1.7% | +4.5% |
| 3M | +2.8% | -13.5% | +16.3% | +2.9% |
| 6M | -0.7% | -19.0% | +18.3% | -0.6% |
| YTD | +13.8% | -61.9% | +75.7% | +14.8% |
| 1Y | +9.0% | -63.2% | +72.2% | +9.9% |
| 3Y | +83.0% | -46.0% | +129.0% | +81.2% |
| 5Y | +83.3% | -51.8% | +135.0% | +82.2% |
| All | +83.3% | -53.8% | +137.0% | +82.2% |
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 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