-9.3%
FLUT vs AFL
+303.3%
-312.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.4% | -1.6% | +2.1% | +0.7% |
| 30D | +2.5% | -4.0% | +6.6% | +3.2% |
| 3M | -9.2% | -0.5% | -8.7% | -9.2% |
| 6M | -8.2% | +6.5% | -14.8% | -9.3% |
| YTD | -53.2% | +6.2% | -59.4% | -53.8% |
| 1Y | -65.6% | +8.3% | -73.9% | -66.1% |
| 3Y | -43.6% | +62.5% | -106.1% | -48.0% |
| 5Y | -50.3% | +136.2% | -186.5% | -56.4% |
| All | -9.3% | +303.3% | -312.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling