+424.8%
FLEX vs AA
-17.9%
+442.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.4% |
| 7D | +7.5% | +0.5% | +6.9% | +7.5% |
| 30D | -25.3% | -0.6% | -24.7% | -24.9% |
| 3M | -39.7% | -19.7% | -20.0% | -35.0% |
| 6M | -47.9% | -41.6% | -6.3% | -38.2% |
| YTD | +24.1% | -24.6% | +48.7% | +34.2% |
| 1Y | +26.0% | +4.9% | +21.1% | +22.5% |
| 3Y | +282.7% | +66.8% | +215.9% | +212.9% |
| All | +424.8% | -17.9% | +442.7% | +364.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling