-49.2%
FLUT vs AEIS
+228.8%
-278.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | +3.8% | +8.1% | -4.3% | +2.1% |
| 30D | +6.3% | -11.1% | +17.4% | +8.5% |
| 3M | -4.0% | -5.6% | +1.6% | -6.0% |
| 6M | -10.3% | -0.6% | -9.6% | -15.3% |
| YTD | -53.2% | +38.0% | -91.2% | -61.0% |
| 1Y | -65.0% | +87.2% | -152.3% | -74.3% |
| 3Y | -43.9% | +179.7% | -223.6% | -66.5% |
| 5Y | -49.2% | +241.7% | -291.0% | -73.3% |
| All | -49.2% | +228.8% | -278.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling