-22.9%
FLUT vs AME
+437.3%
-460.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | +9.2% | -4.1% | +13.3% | +9.9% |
| 3M | -13.7% | -6.3% | -7.3% | -12.8% |
| 6M | -9.0% | +3.5% | -12.6% | -10.6% |
| YTD | -60.2% | +17.3% | -77.5% | -62.3% |
| 1Y | -63.1% | +22.0% | -85.1% | -65.4% |
| 3Y | -42.5% | +62.0% | -104.5% | -49.4% |
| 5Y | -47.6% | +78.5% | -126.0% | -55.1% |
| 10Y | -22.9% | +441.6% | -464.5% | -24.5% |
| All | -22.9% | +437.3% | -460.2% | -24.5% |
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