+270.3%
ALLE vs FLR
-20.3%
+290.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -0.2% | +5.4% | -5.7% | -1.1% |
| 30D | -6.8% | +11.4% | -18.2% | -8.7% |
| 3M | +21.0% | +11.4% | +9.6% | +18.2% |
| 6M | +1.1% | +16.6% | -15.5% | -2.3% |
| YTD | -0.5% | +41.7% | -42.2% | -7.2% |
| 1Y | -7.3% | +35.4% | -42.7% | -13.2% |
| 3Y | +42.3% | +57.3% | -15.1% | +25.8% |
| 5Y | +13.5% | +241.0% | -227.5% | -12.6% |
| 10Y | +144.0% | +16.6% | +127.4% | +118.0% |
| All | +270.3% | -20.3% | +290.6% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling