+50.4%
ALLE vs FLR
+93.7%
-43.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.5% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +25.3% | -9.1% | +34.5% | +27.1% |
| 3M | +10.3% | -4.7% | +14.9% | +10.4% |
| 6M | +38.0% | -14.2% | +52.3% | +39.9% |
| YTD | +17.8% | +17.3% | +0.5% | +11.9% |
| 1Y | +13.6% | +4.3% | +9.3% | +10.3% |
| 3Y | +89.2% | +30.7% | +58.5% | +62.9% |
| All | +50.4% | +93.7% | -43.3% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling