-10.4%
FLUT vs AA
+121.9%
-132.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.2% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +5.4% | -1.6% | +6.9% | +5.5% |
| 3M | -10.8% | -29.8% | +19.0% | -7.7% |
| 6M | -9.2% | -16.6% | +7.4% | -8.4% |
| YTD | -53.8% | -4.0% | -49.8% | -54.3% |
| 1Y | -66.0% | +63.5% | -129.5% | -68.3% |
| 3Y | -44.7% | +86.8% | -131.4% | -50.2% |
| 5Y | -50.6% | +12.4% | -63.0% | -54.6% |
| 10Y | -10.4% | +132.3% | -142.7% | -22.7% |
| All | -10.4% | +121.9% | -132.3% | -22.7% |
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