-68.4%
FLNC vs ALC
+4.2%
-72.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +6.8% | +3.4% | +13.4% |
| 7D | -2.1% | +10.7% | -12.8% | +3.0% |
| 30D | -20.8% | +20.2% | -41.0% | -12.8% |
| 3M | -61.3% | +8.9% | -70.2% | -59.9% |
| 6M | -50.9% | +5.7% | -56.6% | -45.7% |
| YTD | -69.4% | -1.4% | -67.9% | -65.8% |
| 1Y | -68.4% | +4.7% | -73.1% | -64.7% |
| All | -68.4% | +4.2% | -72.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling