+19.1%
AA vs FLR
+248.0%
-228.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | +3.3% | -0.7% | +4.0% | +3.3% |
| 3M | -29.4% | +14.3% | -43.7% | -34.7% |
| 6M | -12.8% | +25.6% | -38.4% | -24.6% |
| YTD | -2.1% | +42.9% | -45.0% | -21.2% |
| 1Y | +62.8% | +38.7% | +24.0% | +32.0% |
| 3Y | +90.5% | +61.8% | +28.7% | +28.4% |
| 5Y | +19.1% | +254.1% | -235.0% | -41.0% |
| All | +19.1% | +248.0% | -228.9% | -41.0% |
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