-71.6%
FLNC vs ALLE
+27.7%
-99.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.3% |
| 7D | -4.1% | -2.4% | -1.7% | -1.9% |
| 30D | -24.8% | -7.7% | -17.1% | -19.1% |
| 3M | -59.1% | +15.2% | -74.3% | -64.5% |
| 6M | -42.0% | +5.4% | -47.4% | -45.4% |
| YTD | -49.8% | -2.9% | -46.9% | -50.2% |
| 1Y | +43.1% | -12.8% | +55.8% | +56.6% |
| 3Y | -61.0% | +47.2% | -108.1% | -75.8% |
| All | -71.6% | +27.7% | -99.3% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling