+25.0%
FLEX vs AA
+13.9%
+11.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.8% | -15.1% | -13.4% |
| 7D | -17.0% | +0.9% | -17.9% | -17.4% |
| 30D | -33.8% | -6.4% | -27.4% | -32.1% |
| 3M | -39.0% | -13.0% | -26.1% | -35.9% |
| 6M | -15.9% | -34.6% | +18.7% | -1.6% |
| YTD | +27.8% | -23.0% | +50.9% | +36.8% |
| 1Y | +25.0% | +16.0% | +9.0% | +8.3% |
| All | +25.0% | +13.9% | +11.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling