-43.6%
FLUT vs AJG
+8.2%
-51.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +0.4% | -8.3% | +8.7% | +3.3% |
| 30D | +2.5% | -5.7% | +8.2% | +4.6% |
| 3M | -9.2% | +9.1% | -18.3% | -11.3% |
| 6M | -8.2% | +15.2% | -23.5% | -11.6% |
| YTD | -53.2% | -6.3% | -46.9% | -52.8% |
| 1Y | -65.6% | -19.1% | -46.5% | -64.0% |
| 3Y | -43.6% | +8.2% | -51.8% | -46.8% |
| All | -43.6% | +8.2% | -51.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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