-68.4%
FLNC vs ALLE
+18.6%
-87.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.8% | +8.4% | +9.7% |
| 7D | -2.1% | +6.7% | -8.8% | -3.9% |
| 30D | -20.8% | +25.4% | -46.2% | -26.3% |
| 3M | -61.3% | +16.9% | -78.3% | -63.1% |
| 6M | -50.9% | +46.6% | -97.4% | -57.0% |
| YTD | -69.4% | +22.4% | -91.8% | -73.0% |
| 1Y | -68.4% | +17.7% | -86.1% | -70.9% |
| All | -68.4% | +18.6% | -87.0% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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