-11.0%
FLUT vs AIG
+65.5%
-76.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.6% | -2.4% | -1.2% | -3.2% |
| 30D | -0.3% | -2.9% | +2.6% | +0.1% |
| 3M | -12.6% | +0.8% | -13.4% | -12.8% |
| 6M | -8.0% | -2.7% | -5.3% | -7.7% |
| YTD | -54.1% | -11.2% | -42.9% | -53.4% |
| 1Y | -66.1% | -1.5% | -64.6% | -66.2% |
| 3Y | -45.0% | +34.4% | -79.4% | -47.7% |
| 5Y | -51.2% | +54.4% | -105.6% | -54.4% |
| All | -11.0% | +65.5% | -76.5% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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