-86.6%
FLNC vs ALLE
+60.5%
-147.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.0% |
| 7D | -11.2% | +3.6% | -14.8% | -13.7% |
| 30D | -24.6% | +25.9% | -50.5% | -38.6% |
| 3M | -64.6% | +15.8% | -80.4% | -69.0% |
| 6M | -78.8% | +48.1% | -126.9% | -85.3% |
| YTD | -76.3% | +22.0% | -98.3% | -80.9% |
| 1Y | -71.2% | +18.0% | -89.2% | -76.1% |
| 3Y | -71.9% | +93.1% | -165.0% | -86.5% |
| 5Y | -87.5% | +52.1% | -139.6% | -92.3% |
| All | -86.6% | +60.5% | -147.1% | -91.7% |
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