+7,917.6%
FLEX vs AA
+242.7%
+7,674.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.4% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -10.1% | +5.0% | -15.1% | -12.3% |
| 3M | -31.3% | -35.8% | +4.5% | -18.2% |
| 6M | +71.3% | -18.4% | +89.7% | +82.0% |
| YTD | +81.2% | -5.5% | +86.7% | +80.2% |
| 1Y | +98.5% | +61.0% | +37.5% | +55.9% |
| 3Y | +428.2% | +66.2% | +362.0% | +279.7% |
| 5Y | +657.3% | +11.4% | +645.9% | +455.7% |
| 10Y | +995.9% | +116.9% | +879.0% | +347.7% |
| All | +7,917.6% | +242.7% | +7,674.9% | +2,185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling