-22.2%
AAL vs FLEX
+733.2%
-755.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.0% | -4.6% | +1.5% |
| 7D | +8.3% | -7.2% | +15.4% | +10.6% |
| 30D | +11.0% | -34.8% | +45.7% | +33.0% |
| 3M | -11.2% | -35.6% | +24.4% | +5.9% |
| 6M | +6.1% | -45.0% | +51.1% | +32.0% |
| YTD | -7.6% | +29.4% | -37.0% | -32.0% |
| 1Y | +3.7% | +24.8% | -21.1% | -22.9% |
| 3Y | +20.5% | +304.4% | -283.9% | -55.0% |
| 5Y | -36.4% | +484.1% | -520.5% | -80.8% |
| 10Y | -65.4% | +640.4% | -705.9% | -92.3% |
| All | -22.2% | +733.2% | -755.4% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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