-43.1%
FLUT vs AA
+75.5%
-118.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.8% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +7.7% | +5.0% | +2.8% | +6.8% |
| 3M | -0.7% | -35.8% | +35.1% | +6.3% |
| 6M | -11.2% | -18.4% | +7.2% | -9.9% |
| YTD | -53.4% | -5.5% | -48.0% | -54.4% |
| 1Y | -65.8% | +61.0% | -126.7% | -70.0% |
| All | -43.1% | +75.5% | -118.7% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling