+5,681.7%
FLEX vs AA
+182.2%
+5,499.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.7% |
| 7D | +2.2% | +1.1% | +1.1% | +2.2% |
| 30D | -32.6% | -1.3% | -31.4% | -31.9% |
| 3M | -35.5% | -23.9% | -11.6% | -27.6% |
| 6M | -45.6% | -36.8% | -8.8% | -34.6% |
| YTD | +30.7% | -22.2% | +52.9% | +41.4% |
| 1Y | +28.4% | +10.4% | +18.0% | +19.5% |
| 3Y | +301.7% | +72.0% | +229.6% | +188.6% |
| 5Y | +473.3% | -15.6% | +488.9% | +384.9% |
| 10Y | +651.7% | +47.8% | +604.0% | +270.7% |
| All | +5,681.7% | +182.2% | +5,499.5% | +1,694.2% |
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