-11.0%
FLUT vs AEE
+191.3%
-202.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -0.3% | -2.0% | +1.6% | -0.2% |
| 3M | -12.6% | -2.8% | -9.8% | -12.4% |
| 6M | -8.0% | -3.6% | -4.4% | -7.7% |
| YTD | -54.1% | +7.3% | -61.4% | -54.5% |
| 1Y | -66.1% | +8.7% | -74.8% | -66.5% |
| 3Y | -45.0% | +46.0% | -91.0% | -47.1% |
| 5Y | -51.2% | +39.8% | -91.0% | -53.0% |
| All | -11.0% | +191.3% | -202.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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