-27.6%
FLUT vs ACI
+21.8%
-49.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.8% |
| 7D | +3.8% | -2.6% | +6.4% | +4.0% |
| 30D | +6.3% | +1.1% | +5.2% | +6.2% |
| 3M | -4.0% | -23.6% | +19.6% | -2.9% |
| 6M | -10.3% | -29.9% | +19.7% | -8.8% |
| YTD | -53.2% | -26.9% | -26.3% | -52.6% |
| 1Y | -65.0% | -34.2% | -30.8% | -64.4% |
| 3Y | -43.9% | -43.6% | -0.3% | -42.5% |
| 5Y | -49.2% | -42.4% | -6.9% | -49.0% |
| All | -27.6% | +21.8% | -49.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling