-41.0%
FLUT vs ACI
+31.1%
-72.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -6.5% | -5.9% | -0.6% | -6.1% |
| 30D | +2.8% | +7.2% | -4.5% | +2.3% |
| 3M | -13.5% | +8.8% | -22.3% | -14.0% |
| 6M | -19.0% | -17.2% | -1.8% | -18.5% |
| YTD | -61.9% | -21.3% | -40.6% | -61.6% |
| 1Y | -63.2% | -23.7% | -39.5% | -62.9% |
| 3Y | -46.0% | -32.8% | -13.2% | -45.3% |
| 5Y | -51.8% | -41.4% | -10.4% | -51.1% |
| All | -41.0% | +31.1% | -72.1% | -47.9% |
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