-49.8%
FLUT vs AON
+17.1%
-66.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -0.7% | +1.0% | -1.7% | -1.1% |
| 30D | +9.3% | +23.2% | -13.9% | +0.7% |
| 3M | -17.5% | -5.0% | -12.5% | -16.3% |
| 6M | -14.6% | +9.3% | -24.0% | -17.5% |
| YTD | -62.3% | -3.4% | -58.9% | -62.2% |
| 1Y | -59.6% | -2.9% | -56.8% | -59.6% |
| 3Y | -45.3% | +3.6% | -48.9% | -47.4% |
| All | -49.8% | +17.1% | -66.9% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling