-70.4%
FLNC vs ALLE
+30.9%
-101.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.6% |
| 7D | -4.9% | -0.2% | -4.6% | -4.7% |
| 30D | -27.3% | -6.8% | -20.5% | -22.6% |
| 3M | -61.9% | +21.0% | -82.9% | -68.3% |
| 6M | -34.5% | +1.1% | -35.6% | -36.0% |
| YTD | -47.7% | -0.5% | -47.1% | -49.3% |
| 1Y | +53.3% | -7.3% | +60.6% | +58.0% |
| 3Y | -62.4% | +42.3% | -104.7% | -75.8% |
| All | -70.4% | +30.9% | -101.3% | -78.1% |
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