+14.7%
AA vs FLNC
-69.8%
+84.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.4% | -0.6% |
| 7D | -0.6% | -4.2% | +3.5% | 0.0% |
| 30D | -1.6% | -20.0% | +18.4% | +2.0% |
| 3M | -29.8% | -56.9% | +27.1% | -20.2% |
| 6M | -16.6% | -35.5% | +18.9% | -15.4% |
| YTD | -4.0% | -48.8% | +44.8% | -1.0% |
| 1Y | +63.5% | +49.3% | +14.3% | +30.9% |
| 3Y | +86.8% | -61.8% | +148.5% | +69.3% |
| All | +14.7% | -69.8% | +84.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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