+338.5%
ALLE vs FLR
-34.1%
+372.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.4% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +25.3% | -9.1% | +34.5% | +26.9% |
| 3M | +10.3% | -4.7% | +14.9% | +10.4% |
| 6M | +38.0% | -14.2% | +52.3% | +39.7% |
| YTD | +17.8% | +17.3% | +0.5% | +12.9% |
| 1Y | +13.6% | +4.3% | +9.3% | +10.8% |
| 3Y | +89.2% | +30.7% | +58.5% | +71.9% |
| 5Y | +51.1% | +101.3% | -50.2% | +26.3% |
| 10Y | +228.1% | +12.4% | +215.8% | +187.9% |
| All | +338.5% | -34.1% | +372.6% | +348.4% |
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