+1,257.8%
AEP vs FLUT
+1,675.5%
-417.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.8% |
| 30D | +4.9% | +3.4% | +1.5% | +4.8% |
| 3M | +4.9% | -12.5% | +17.3% | +5.0% |
| 6M | -0.3% | -18.5% | +18.2% | -0.1% |
| YTD | +14.3% | -61.6% | +75.9% | +15.9% |
| 1Y | +7.5% | -64.1% | +71.6% | +9.1% |
| 3Y | +82.6% | -44.5% | +127.1% | +83.2% |
| 5Y | +81.5% | -51.3% | +132.8% | +81.5% |
| 10Y | +203.2% | -25.6% | +228.8% | +198.1% |
| All | +1,257.8% | +1,675.5% | -417.8% | +1,197.7% |
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