+663.2%
FLEX vs AA
+10.5%
+652.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -10.1% | +5.0% | -15.1% | -11.8% |
| 3M | -31.3% | -35.8% | +4.5% | -21.8% |
| 6M | +71.3% | -18.4% | +89.7% | +79.8% |
| YTD | +81.2% | -5.5% | +86.7% | +81.4% |
| 1Y | +98.5% | +61.0% | +37.5% | +68.0% |
| 3Y | +428.2% | +66.2% | +362.0% | +325.7% |
| All | +663.2% | +10.5% | +652.8% | +527.6% |
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