-45.3%
FLUT vs AA
+67.6%
-112.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +9.3% | -0.6% | +9.8% | +9.1% |
| 3M | -17.5% | -19.7% | +2.2% | -15.0% |
| 6M | -14.6% | -41.6% | +27.0% | -8.4% |
| YTD | -62.3% | -24.6% | -37.6% | -61.8% |
| 1Y | -59.6% | +4.9% | -64.5% | -61.7% |
| 3Y | -45.3% | +66.8% | -112.1% | -54.2% |
| All | -45.3% | +67.6% | -112.9% | -54.2% |
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