-49.8%
FLUT vs AIG
+59.1%
-108.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -0.7% | +6.6% | -7.3% | -3.2% |
| 30D | +9.3% | +7.0% | +2.2% | +6.4% |
| 3M | -17.5% | +9.7% | -27.2% | -20.3% |
| 6M | -14.6% | +10.8% | -25.4% | -18.2% |
| YTD | -62.3% | -1.3% | -61.0% | -62.3% |
| 1Y | -59.6% | +8.4% | -68.0% | -61.2% |
| 3Y | -45.3% | +39.0% | -84.3% | -53.8% |
| All | -49.8% | +59.1% | -108.9% | -60.4% |
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