-44.6%
FLUT vs AFL
+62.4%
-107.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -3.6% | -3.3% | -0.3% | -2.6% |
| 30D | -0.3% | -5.0% | +4.6% | +1.1% |
| 3M | -12.6% | -1.8% | -10.9% | -12.3% |
| 6M | -8.0% | +4.8% | -12.8% | -9.7% |
| YTD | -54.1% | +5.4% | -59.5% | -55.1% |
| 1Y | -66.1% | +9.0% | -75.1% | -67.3% |
| All | -44.6% | +62.4% | -107.0% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling