-10.4%
FLUT vs AEIS
+558.2%
-568.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -2.6% | +6.5% | -9.1% | -3.4% |
| 30D | +5.4% | -9.2% | +14.5% | +6.4% |
| 3M | -10.8% | -8.3% | -2.4% | -11.3% |
| 6M | -9.2% | -6.3% | -2.9% | -10.7% |
| YTD | -53.8% | +36.5% | -90.3% | -57.5% |
| 1Y | -66.0% | +84.8% | -150.7% | -70.4% |
| 3Y | -44.7% | +176.6% | -221.3% | -55.6% |
| 5Y | -50.6% | +237.1% | -287.7% | -61.5% |
| All | -10.4% | +558.2% | -568.6% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling