+40.1%
AIG vs FLNC
-70.4%
+110.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.3% |
| 7D | -1.2% | -4.1% | +2.9% | -1.0% |
| 30D | -1.1% | -24.8% | +23.7% | -0.2% |
| 3M | +0.7% | -59.1% | +59.8% | +3.5% |
| 6M | -2.2% | -42.0% | +39.8% | -2.0% |
| YTD | -10.8% | -49.8% | +39.0% | -10.8% |
| 1Y | -2.0% | +43.1% | -45.1% | -9.7% |
| 3Y | +34.8% | -61.0% | +95.8% | +29.0% |
| All | +40.1% | -70.4% | +110.4% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling