-26.8%
FLUT vs AME
+444.5%
-471.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -0.7% | +5.9% | -6.6% | -1.9% |
| 30D | +9.3% | -1.9% | +11.2% | +9.4% |
| 3M | -17.5% | -5.4% | -12.1% | -16.8% |
| 6M | -14.6% | +4.9% | -19.5% | -16.3% |
| YTD | -62.3% | +18.5% | -80.7% | -64.3% |
| 1Y | -59.6% | +25.5% | -85.1% | -62.4% |
| 3Y | -45.3% | +63.0% | -108.3% | -51.9% |
| 5Y | -50.4% | +78.3% | -128.7% | -57.6% |
| All | -26.8% | +444.5% | -471.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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