-11.0%
FLUT vs AEIS
+531.1%
-542.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | -0.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -0.3% | -16.4% | +16.1% | +1.6% |
| 3M | -12.6% | -11.1% | -1.5% | -12.8% |
| 6M | -8.0% | -12.0% | +4.0% | -8.8% |
| YTD | -54.1% | +30.9% | -85.0% | -57.6% |
| 1Y | -66.1% | +74.3% | -140.5% | -70.3% |
| 3Y | -45.0% | +165.2% | -210.2% | -55.7% |
| 5Y | -51.2% | +220.0% | -271.3% | -61.8% |
| All | -11.0% | +531.1% | -542.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling