-50.6%
FLUT vs AIG
+53.4%
-104.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -2.6% | -1.4% | -1.2% | -2.1% |
| 30D | +5.4% | -3.3% | +8.7% | +6.7% |
| 3M | -10.8% | +2.2% | -12.9% | -11.7% |
| 6M | -9.2% | -2.1% | -7.1% | -8.9% |
| YTD | -53.8% | -11.2% | -42.6% | -52.0% |
| 1Y | -66.0% | -2.1% | -63.9% | -66.2% |
| 3Y | -44.7% | +34.4% | -79.0% | -52.6% |
| 5Y | -50.6% | +53.7% | -104.3% | -58.5% |
| All | -50.6% | +53.4% | -104.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling