+32.3%
FLUT vs ALC
+21.6%
+10.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.2% |
| 7D | +3.8% | -3.7% | +7.5% | +5.1% |
| 30D | +6.3% | -3.7% | +10.0% | +7.7% |
| 3M | -4.0% | +4.6% | -8.6% | -5.3% |
| 6M | -10.3% | -14.6% | +4.3% | -6.0% |
| YTD | -53.2% | -11.9% | -41.3% | -51.5% |
| 1Y | -65.0% | -13.1% | -51.9% | -63.7% |
| 3Y | -43.9% | -15.0% | -28.9% | -42.2% |
| 5Y | -49.2% | -16.2% | -33.1% | -49.2% |
| All | +32.3% | +21.6% | +10.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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