-85.5%
FLNC vs ALLE
+59.7%
-145.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +2.8% |
| 7D | -16.2% | -0.8% | -15.3% | -15.2% |
| 30D | -28.1% | +27.4% | -55.5% | -42.1% |
| 3M | -61.3% | +13.8% | -75.1% | -65.6% |
| 6M | -79.9% | +45.5% | -125.4% | -85.8% |
| YTD | -74.3% | +21.4% | -95.7% | -79.2% |
| 1Y | -75.5% | +15.4% | -90.9% | -79.1% |
| 3Y | -70.4% | +91.7% | -162.1% | -85.7% |
| 5Y | -86.4% | +54.5% | -140.9% | -91.5% |
| All | -85.5% | +59.7% | -145.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling