+53.3%
FLNC vs ALC
-10.2%
+63.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +0.6% |
| 7D | -4.9% | -2.1% | -2.8% | -5.6% |
| 30D | -27.3% | -0.1% | -27.2% | -27.2% |
| 3M | -61.9% | +5.9% | -67.8% | -60.6% |
| 6M | -34.5% | -15.9% | -18.6% | -28.8% |
| YTD | -47.7% | -10.1% | -37.6% | -43.5% |
| 1Y | +53.3% | -10.2% | +63.6% | +71.4% |
| All | +53.3% | -10.2% | +63.5% | +71.4% |
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