-26.8%
FLUT vs AFL
+339.8%
-366.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | +9.3% | +8.0% | +1.3% | +7.8% |
| 3M | -17.5% | +5.9% | -23.4% | -18.4% |
| 6M | -14.6% | +11.6% | -26.2% | -16.3% |
| YTD | -62.3% | +17.5% | -79.8% | -63.4% |
| 1Y | -59.6% | +13.3% | -72.9% | -60.6% |
| 3Y | -45.3% | +67.0% | -112.3% | -50.0% |
| 5Y | -50.4% | +150.6% | -201.1% | -57.2% |
| All | -26.8% | +339.8% | -366.6% | -39.2% |
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