-15.6%
AA vs FLR
+127.2%
-142.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +1.1% | +6.3% | -5.2% | -2.0% |
| 30D | -1.3% | +1.8% | -3.1% | -2.3% |
| 3M | -23.9% | -4.4% | -19.5% | -22.4% |
| 6M | -36.8% | +15.9% | -52.7% | -42.2% |
| YTD | -22.2% | +27.7% | -49.9% | -34.4% |
| 1Y | +10.4% | +11.6% | -1.3% | 0.0% |
| 3Y | +72.0% | +39.9% | +32.1% | +21.8% |
| 5Y | -15.6% | +127.5% | -143.1% | -54.5% |
| All | -15.6% | +127.2% | -142.8% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling