+2,054.3%
FLUT vs AFL
+1,129.2%
+925.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +7.7% | -6.2% | +13.9% | +8.1% |
| 3M | -0.7% | +2.2% | -2.9% | -0.9% |
| 6M | -11.2% | +5.3% | -16.4% | -11.5% |
| YTD | -53.4% | +8.0% | -61.4% | -53.7% |
| 1Y | -65.8% | +10.2% | -76.0% | -66.0% |
| 3Y | -44.9% | +67.1% | -112.0% | -46.5% |
| 5Y | -49.7% | +135.6% | -185.3% | -51.9% |
| 10Y | -9.7% | +299.4% | -309.1% | -15.3% |
| All | +2,054.3% | +1,129.2% | +925.1% | +1,922.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling