-42.4%
FLUT vs AEIS
+162.3%
-204.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +3.2% |
| 7D | +4.5% | +9.5% | -4.9% | +3.5% |
| 30D | +9.2% | -17.5% | +26.7% | +11.1% |
| 3M | -13.7% | -29.3% | +15.6% | -10.8% |
| 6M | -9.0% | -34.7% | +25.7% | -6.1% |
| YTD | -60.2% | +10.7% | -71.0% | -65.2% |
| 1Y | -63.1% | +7.4% | -70.5% | -67.5% |
| All | -42.4% | +162.3% | -204.7% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling