-50.9%
FLUT vs AON
+7.9%
-58.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | -0.1% |
| 7D | -2.6% | -7.9% | +5.3% | +0.4% |
| 30D | +5.4% | -14.6% | +20.0% | +11.6% |
| 3M | -10.8% | -7.9% | -2.9% | -8.1% |
| 6M | -9.2% | -8.0% | -1.2% | -6.5% |
| YTD | -53.8% | -13.2% | -40.6% | -51.7% |
| 1Y | -66.0% | -16.4% | -49.5% | -64.0% |
| 3Y | -44.7% | -6.7% | -38.0% | -44.6% |
| All | -50.9% | +7.9% | -58.8% | -58.0% |
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