-32.2%
AAL vs FLNC
-70.4%
+38.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +0.9% |
| 7D | -0.9% | -4.1% | +3.1% | -0.4% |
| 30D | -12.9% | -24.8% | +11.9% | -9.3% |
| 3M | -11.2% | -59.1% | +47.9% | +0.2% |
| 6M | +17.8% | -42.0% | +59.8% | +20.6% |
| YTD | -15.1% | -49.8% | +34.7% | -13.3% |
| 1Y | +0.5% | +43.1% | -42.6% | -17.5% |
| 3Y | -7.7% | -61.0% | +53.3% | -17.9% |
| All | -32.2% | -70.4% | +38.2% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling