-69.5%
FLNC vs ALLE
+93.1%
-162.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +2.9% |
| 7D | -16.2% | -0.8% | -15.3% | -15.5% |
| 30D | -28.1% | +27.4% | -55.5% | -38.8% |
| 3M | -61.3% | +13.8% | -75.1% | -64.4% |
| 6M | -79.9% | +45.5% | -125.4% | -84.5% |
| YTD | -74.3% | +21.4% | -95.7% | -77.9% |
| 1Y | -75.5% | +15.4% | -90.9% | -78.0% |
| All | -69.5% | +93.1% | -162.6% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling