+46.9%
ALLE vs FLR
+58.4%
-11.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -0.2% | +5.4% | -5.7% | -1.0% |
| 30D | -6.8% | +11.4% | -18.2% | -8.4% |
| 3M | +21.0% | +11.4% | +9.6% | +18.7% |
| 6M | +1.1% | +16.6% | -15.5% | -1.9% |
| YTD | -0.5% | +41.7% | -42.2% | -6.6% |
| 1Y | -7.3% | +35.4% | -42.7% | -12.6% |
| All | +46.9% | +58.4% | -11.5% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling