+34.8%
AIG vs FLNC
-62.9%
+97.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.4% |
| 7D | -1.2% | -4.1% | +2.9% | -1.2% |
| 30D | -1.1% | -24.8% | +23.7% | -1.0% |
| 3M | +0.7% | -59.1% | +59.8% | +0.9% |
| 6M | -2.2% | -42.0% | +39.8% | -2.3% |
| YTD | -10.8% | -49.8% | +39.0% | -11.1% |
| 1Y | -2.0% | +43.1% | -45.1% | -5.4% |
| 3Y | +34.8% | -61.0% | +95.8% | +37.2% |
| All | +34.8% | -62.9% | +97.7% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling