-51.8%
FLUT vs AA
-9.6%
-42.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.6% |
| 7D | -6.5% | +4.8% | -11.3% | -7.3% |
| 30D | +2.8% | -0.6% | +3.4% | +2.7% |
| 3M | -13.5% | -16.3% | +2.8% | -11.1% |
| 6M | -19.0% | -33.4% | +14.4% | -14.4% |
| YTD | -61.9% | -20.7% | -41.2% | -61.5% |
| 1Y | -63.2% | +12.9% | -76.2% | -65.3% |
| 3Y | -46.0% | +75.7% | -121.7% | -55.1% |
| 5Y | -51.8% | -6.8% | -45.0% | -56.9% |
| All | -51.8% | -9.6% | -42.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling