-43.9%
FLUT vs AEE
+49.7%
-93.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +3.8% | +1.3% | +2.5% | +3.7% |
| 30D | +6.3% | -1.2% | +7.5% | +6.4% |
| 3M | -4.0% | +1.0% | -5.1% | -4.0% |
| 6M | -10.3% | -2.3% | -8.0% | -10.0% |
| YTD | -53.2% | +9.1% | -62.3% | -53.9% |
| 1Y | -65.0% | +10.6% | -75.6% | -65.7% |
| 3Y | -43.9% | +48.5% | -92.4% | -47.4% |
| All | -43.9% | +49.7% | -93.6% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling