+1,663.9%
FLUT vs AEE
+641.6%
+1,022.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +5.0% | +8.8% | -3.8% | +4.4% |
| 3M | -16.4% | +5.1% | -21.5% | -16.7% |
| 6M | -14.6% | +5.2% | -19.7% | -14.9% |
| YTD | -61.9% | +16.1% | -78.0% | -62.3% |
| 1Y | -65.0% | +10.4% | -75.5% | -65.3% |
| 3Y | -44.8% | +63.1% | -108.0% | -46.8% |
| 5Y | -49.9% | +55.6% | -105.5% | -51.6% |
| 10Y | -26.1% | +217.1% | -243.2% | -31.5% |
| All | +1,663.9% | +641.6% | +1,022.3% | +1,446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling