-25.6%
FLUT vs AA
+45.1%
-70.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.1% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | +3.4% | -5.0% | +8.4% | +3.9% |
| 3M | -12.5% | -22.2% | +9.7% | -10.2% |
| 6M | -18.5% | -36.3% | +17.9% | -15.1% |
| YTD | -61.6% | -24.2% | -37.5% | -61.1% |
| 1Y | -64.1% | +3.9% | -68.0% | -64.9% |
| 3Y | -44.5% | +67.6% | -112.0% | -49.5% |
| 5Y | -51.3% | -8.8% | -42.4% | -54.2% |
| 10Y | -25.6% | +45.0% | -70.5% | -34.7% |
| All | -25.6% | +45.1% | -70.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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