-51.2%
FLUT vs AFL
+131.0%
-182.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -3.6% | -3.3% | -0.3% | -2.3% |
| 30D | -0.3% | -5.0% | +4.6% | +1.5% |
| 3M | -12.6% | -1.8% | -10.9% | -12.2% |
| 6M | -8.0% | +4.8% | -12.8% | -10.1% |
| YTD | -54.1% | +5.4% | -59.5% | -55.3% |
| 1Y | -66.1% | +9.0% | -75.1% | -67.6% |
| 3Y | -45.0% | +63.0% | -108.1% | -57.0% |
| 5Y | -51.2% | +134.5% | -185.7% | -69.5% |
| All | -51.2% | +131.0% | -182.2% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling