-44.3%
FLUT vs AON
-6.9%
-37.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | -0.3% |
| 7D | -2.6% | -7.9% | +5.3% | -0.1% |
| 30D | +5.4% | -14.6% | +20.0% | +10.6% |
| 3M | -10.8% | -7.9% | -2.9% | -8.4% |
| 6M | -9.2% | -8.0% | -1.2% | -6.9% |
| YTD | -53.8% | -13.2% | -40.6% | -52.1% |
| 1Y | -66.0% | -16.4% | -49.5% | -64.4% |
| All | -44.3% | -6.9% | -37.4% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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