+1,645.8%
FLUT vs AEE
+649.8%
+996.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | +9.3% | +9.7% | -0.5% | +8.5% |
| 3M | -17.5% | +5.9% | -23.4% | -17.8% |
| 6M | -14.6% | +6.7% | -21.3% | -15.0% |
| YTD | -62.3% | +17.4% | -79.6% | -62.7% |
| 1Y | -59.6% | +12.7% | -72.3% | -60.0% |
| 3Y | -45.3% | +68.2% | -113.5% | -47.3% |
| 5Y | -50.4% | +57.3% | -107.7% | -52.1% |
| 10Y | -26.8% | +220.6% | -247.4% | -32.2% |
| All | +1,645.8% | +649.8% | +996.1% | +1,429.0% |
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