+151.1%
ALLE vs FLR
+18.9%
+132.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | -7.6% | -0.7% | -7.0% | -7.7% |
| 3M | +22.8% | +14.3% | +8.4% | +19.8% |
| 6M | +4.6% | +25.6% | -21.0% | +0.2% |
| YTD | -1.2% | +42.9% | -44.1% | -7.4% |
| 1Y | -9.1% | +38.7% | -47.9% | -14.8% |
| 3Y | +50.0% | +61.8% | -11.8% | +33.5% |
| 5Y | +15.2% | +254.1% | -238.9% | -9.4% |
| 10Y | +151.1% | +20.0% | +131.0% | +118.0% |
| All | +151.1% | +18.9% | +132.2% | +118.0% |
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