+5,008.5%
FLEX vs AA
+171.9%
+4,836.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.6% | +3.3% |
| 7D | -19.3% | +0.9% | -20.2% | -19.6% |
| 30D | -41.5% | -6.7% | -34.9% | -39.7% |
| 3M | -43.1% | -16.3% | -26.8% | -38.9% |
| 6M | -48.2% | -37.1% | -11.1% | -37.8% |
| YTD | +15.5% | -25.0% | +40.5% | +26.7% |
| 1Y | +10.2% | +8.6% | +1.6% | +3.1% |
| 3Y | +256.8% | +57.2% | +199.6% | +165.6% |
| 5Y | +408.2% | -13.0% | +421.2% | +321.7% |
| 10Y | +580.8% | +65.5% | +515.3% | +215.4% |
| All | +5,008.5% | +171.9% | +4,836.6% | +1,507.3% |
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 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