+640.4%
FLEX vs AA
+64.5%
+576.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.8% | +6.3% | +10.1% |
| 7D | -7.2% | +4.8% | -12.0% | -8.4% |
| 30D | -34.8% | -0.6% | -34.1% | -34.4% |
| 3M | -35.6% | -16.3% | -19.3% | -31.6% |
| 6M | -45.0% | -33.4% | -11.6% | -37.3% |
| YTD | +29.4% | -20.7% | +50.1% | +37.5% |
| 1Y | +24.8% | +12.9% | +11.9% | +17.7% |
| 3Y | +304.4% | +75.7% | +228.7% | +215.0% |
| 5Y | +484.1% | -6.8% | +490.9% | +402.8% |
| 10Y | +640.4% | +53.6% | +586.8% | +296.7% |
| All | +640.4% | +64.5% | +576.0% | +296.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling