+2,054.3%
FLUT vs AEE
+590.7%
+1,463.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -1.6% | +0.3% | -2.0% | -1.7% |
| 30D | +7.7% | -2.3% | +10.0% | +7.9% |
| 3M | -0.7% | +0.2% | -0.9% | -0.7% |
| 6M | -11.2% | -4.7% | -6.4% | -10.9% |
| YTD | -53.4% | +8.1% | -61.5% | -53.8% |
| 1Y | -65.8% | +8.5% | -74.3% | -66.0% |
| 3Y | -44.9% | +48.9% | -93.8% | -46.5% |
| 5Y | -49.7% | +39.9% | -89.6% | -51.1% |
| 10Y | -9.7% | +186.5% | -196.3% | -15.8% |
| All | +2,054.3% | +590.7% | +1,463.6% | +1,797.9% |
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