+17.5%
AJG vs FLNC
-74.3%
+91.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.9% | +15.8% | -0.5% |
| 7D | +7.4% | -16.3% | +23.8% | +7.0% |
| 30D | +25.3% | -36.6% | +61.9% | +24.2% |
| 3M | +15.1% | -64.2% | +79.3% | +12.7% |
| 6M | +40.8% | -59.9% | +100.7% | +36.7% |
| YTD | +12.3% | -74.2% | +86.6% | +10.6% |
| 1Y | +17.5% | -75.4% | +92.9% | +15.1% |
| All | +17.5% | -74.3% | +91.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling