+117.1%
AA vs FLR
+18.3%
+98.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -3.9% |
| 7D | -5.4% | -6.9% | +1.5% | -2.8% |
| 30D | -10.7% | +1.1% | -11.8% | -11.0% |
| 3M | -26.2% | +14.3% | -40.5% | -30.3% |
| 6M | -20.9% | +19.1% | -40.0% | -27.4% |
| YTD | -8.6% | +35.1% | -43.8% | -20.1% |
| 1Y | +57.4% | +29.5% | +27.9% | +39.2% |
| 3Y | +77.8% | +53.0% | +24.8% | +42.5% |
| 5Y | +2.7% | +238.9% | -236.2% | -37.7% |
| All | +117.1% | +18.3% | +98.8% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling