+221.5%
ALLE vs FLR
+17.5%
+204.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +1.6% |
| 7D | -0.6% | +8.5% | -9.1% | -1.8% |
| 30D | +26.6% | -0.7% | +27.3% | +26.5% |
| 3M | +13.2% | -11.7% | +24.9% | +14.8% |
| 6M | +42.9% | +16.2% | +26.7% | +38.5% |
| YTD | +21.0% | +27.0% | -6.0% | +15.1% |
| 1Y | +15.2% | +10.1% | +5.1% | +11.7% |
| 3Y | +95.6% | +46.2% | +49.4% | +76.3% |
| 5Y | +53.4% | +121.4% | -68.0% | +28.7% |
| 10Y | +221.5% | +11.0% | +210.5% | +185.4% |
| All | +221.5% | +17.5% | +204.0% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling