-9.2%
FLUT vs AG
+57.4%
-66.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +3.8% | +4.5% | -0.7% | +3.6% |
| 30D | +6.3% | +12.9% | -6.6% | +5.5% |
| 3M | -4.0% | +20.9% | -25.0% | -5.4% |
| 6M | -10.3% | -19.5% | +9.2% | -9.7% |
| YTD | -53.2% | +24.8% | -78.0% | -54.7% |
| 1Y | -65.0% | +120.2% | -185.3% | -67.7% |
| 3Y | -43.9% | +279.0% | -322.9% | -51.3% |
| 5Y | -49.2% | +67.9% | -117.2% | -54.5% |
| 10Y | -9.2% | +57.5% | -66.7% | -20.8% |
| All | -9.2% | +57.4% | -66.6% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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