-64.1%
FLUT vs AA
+4.5%
-68.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.0% |
| 7D | -1.5% | +1.2% | -2.7% | -1.6% |
| 30D | +3.4% | -5.0% | +8.4% | +3.8% |
| 3M | -12.5% | -22.2% | +9.7% | -10.8% |
| 6M | -18.5% | -36.3% | +17.9% | -16.2% |
| YTD | -61.6% | -24.2% | -37.5% | -63.9% |
| 1Y | -64.1% | +3.9% | -68.0% | -71.1% |
| All | -64.1% | +4.5% | -68.6% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling