-65.0%
FLUT vs ACI
-33.6%
-31.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.8% |
| 7D | +3.8% | -2.6% | +6.4% | +3.9% |
| 30D | +6.3% | +1.1% | +5.2% | +6.3% |
| 3M | -4.0% | -23.6% | +19.6% | -4.4% |
| 6M | -10.3% | -29.9% | +19.7% | -11.0% |
| YTD | -53.2% | -26.9% | -26.3% | -53.9% |
| 1Y | -65.0% | -34.2% | -30.8% | -65.6% |
| All | -65.0% | -33.6% | -31.4% | -65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling