-68.5%
FLNC vs ALLE
+30.0%
-98.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.3% | +7.3% |
| 7D | +6.0% | +2.8% | +3.2% | +3.4% |
| 30D | -16.3% | -7.6% | -8.7% | -10.3% |
| 3M | -54.1% | +22.8% | -76.9% | -62.4% |
| 6M | -25.3% | +4.6% | -29.9% | -29.4% |
| YTD | -44.2% | -1.2% | -43.0% | -45.6% |
| 1Y | +53.1% | -9.1% | +62.3% | +60.8% |
| 3Y | -58.3% | +50.0% | -108.3% | -74.7% |
| All | -68.5% | +30.0% | -98.4% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling