+1.7%
FLUT vs ALLE
+327.3%
-325.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +7.7% | +25.3% | -17.6% | +3.0% |
| 3M | -12.2% | +10.3% | -22.4% | -13.9% |
| 6M | -17.6% | +38.0% | -55.6% | -22.7% |
| YTD | -62.0% | +17.8% | -79.8% | -63.4% |
| 1Y | -62.3% | +13.6% | -75.9% | -63.4% |
| 3Y | -52.0% | +89.2% | -141.2% | -57.5% |
| 5Y | -51.8% | +51.1% | -102.8% | -56.8% |
| 10Y | -26.3% | +228.1% | -254.4% | -34.1% |
| All | +1.7% | +327.3% | -325.6% | -8.1% |
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