+2,054.3%
FLUT vs AON
+2,090.4%
-36.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | -9.1% | +7.5% | -0.8% |
| 30D | +7.7% | -10.2% | +18.0% | +8.8% |
| 3M | -0.7% | +0.5% | -1.2% | -0.7% |
| 6M | -11.2% | -4.8% | -6.3% | -10.7% |
| YTD | -53.4% | -8.0% | -45.5% | -53.1% |
| 1Y | -65.8% | -13.1% | -52.7% | -65.4% |
| 3Y | -44.9% | -1.3% | -43.6% | -45.0% |
| 5Y | -49.7% | +14.9% | -64.6% | -50.4% |
| 10Y | -9.7% | +214.9% | -224.6% | -14.5% |
| All | +2,054.3% | +2,090.4% | -36.1% | +1,881.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling