+2,054.3%
FLUT vs AEIS
+3,584.9%
-1,530.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.3% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | +7.7% | -14.6% | +22.4% | +8.6% |
| 3M | -0.7% | -12.4% | +11.7% | -0.6% |
| 6M | -11.2% | -15.0% | +3.8% | -11.2% |
| YTD | -53.4% | +34.3% | -87.7% | -55.0% |
| 1Y | -65.8% | +87.4% | -153.1% | -67.7% |
| 3Y | -44.9% | +139.8% | -184.7% | -49.3% |
| 5Y | -49.7% | +220.7% | -270.4% | -54.4% |
| 10Y | -9.7% | +531.6% | -541.3% | -20.4% |
| All | +2,054.3% | +3,584.9% | -1,530.6% | +1,700.6% |
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