+1,663.9%
FLUT vs AEIS
+2,901.1%
-1,237.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -1.2% | +23.2% | -24.4% | -2.4% |
| 30D | +5.0% | -17.0% | +22.0% | +5.8% |
| 3M | -16.4% | -32.2% | +15.7% | -15.0% |
| 6M | -14.6% | -32.6% | +18.0% | -13.6% |
| YTD | -61.9% | +9.4% | -71.3% | -62.9% |
| 1Y | -65.0% | +7.7% | -72.7% | -65.9% |
| 3Y | -44.8% | +157.9% | -202.8% | -49.5% |
| 5Y | -49.9% | +154.8% | -204.7% | -54.2% |
| 10Y | -26.1% | +355.2% | -381.3% | -34.1% |
| All | +1,663.9% | +2,901.1% | -1,237.2% | +1,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling