-46.0%
FLUT vs AA
+67.3%
-113.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.5% |
| 7D | -6.5% | +4.8% | -11.3% | -7.2% |
| 30D | +2.8% | -0.6% | +3.4% | +2.7% |
| 3M | -13.5% | -16.3% | +2.8% | -11.4% |
| 6M | -19.0% | -33.4% | +14.4% | -14.9% |
| YTD | -61.9% | -20.7% | -41.2% | -61.7% |
| 1Y | -63.2% | +12.9% | -76.2% | -65.5% |
| 3Y | -46.0% | +75.7% | -121.7% | -55.3% |
| All | -46.0% | +67.3% | -113.4% | -55.3% |
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