-28.0%
FLUT vs ACI
+25.9%
-53.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +7.7% | +5.9% | +1.8% | +7.4% |
| 3M | -0.7% | -19.8% | +19.1% | +0.2% |
| 6M | -11.2% | -24.7% | +13.6% | -10.1% |
| YTD | -53.4% | -24.4% | -29.1% | -53.0% |
| 1Y | -65.8% | -31.5% | -34.3% | -65.2% |
| 3Y | -44.9% | -38.7% | -6.2% | -43.8% |
| 5Y | -49.7% | -42.8% | -6.9% | -49.1% |
| All | -28.0% | +25.9% | -53.9% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling