-47.6%
FLUT vs AEIS
+150.6%
-198.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +2.8% |
| 7D | +4.5% | +9.5% | -4.9% | +2.5% |
| 30D | +9.2% | -17.5% | +26.7% | +12.3% |
| 3M | -13.7% | -29.3% | +15.6% | -9.1% |
| 6M | -9.0% | -34.7% | +25.7% | -4.9% |
| YTD | -60.2% | +10.7% | -71.0% | -66.0% |
| 1Y | -63.1% | +7.4% | -70.5% | -68.1% |
| 3Y | -42.5% | +161.1% | -203.6% | -66.8% |
| 5Y | -47.6% | +150.7% | -198.3% | -70.7% |
| All | -47.6% | +150.6% | -198.1% | -70.7% |
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