+17.4%
ALLE vs FLR
+242.2%
-224.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -0.2% | +5.4% | -5.7% | -1.2% |
| 30D | -6.8% | +11.4% | -18.2% | -8.8% |
| 3M | +21.0% | +11.4% | +9.6% | +18.0% |
| 6M | +1.1% | +16.6% | -15.5% | -2.7% |
| YTD | -0.5% | +41.7% | -42.2% | -8.0% |
| 1Y | -7.3% | +35.4% | -42.7% | -13.9% |
| 3Y | +42.3% | +57.3% | -15.1% | +20.3% |
| All | +17.4% | +242.2% | -224.8% | -13.8% |
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 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