-71.6%
FLNC vs ALC
-18.6%
-53.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -4.1% | -6.3% | +2.3% | -0.1% |
| 30D | -24.8% | -10.3% | -14.5% | -19.6% |
| 3M | -59.1% | -0.7% | -58.4% | -59.6% |
| 6M | -42.0% | -17.8% | -24.1% | -35.6% |
| YTD | -49.8% | -15.8% | -34.0% | -46.1% |
| 1Y | +43.1% | -16.7% | +59.8% | +54.0% |
| 3Y | -61.0% | -19.7% | -41.2% | -59.4% |
| All | -71.6% | -18.6% | -53.1% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling