-43.5%
FLUT vs AIG
+32.7%
-76.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | +3.8% | -1.6% | +5.4% | +4.3% |
| 30D | +6.3% | -5.2% | +11.5% | +8.0% |
| 3M | -4.0% | +1.5% | -5.5% | -4.7% |
| 6M | -10.3% | -3.9% | -6.4% | -9.5% |
| YTD | -53.2% | -11.6% | -41.6% | -51.6% |
| 1Y | -65.0% | -2.9% | -62.1% | -65.1% |
| All | -43.5% | +32.7% | -76.2% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling