-47.9%
FLEX vs AAOX
-97.9%
+50.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.8% | +6.8% | -2.0% |
| 7D | +7.5% | -3.4% | +10.8% | +7.1% |
| 30D | -25.3% | -72.8% | +47.6% | -9.5% |
| 3M | -39.7% | -90.7% | +51.0% | -17.8% |
| 6M | -47.9% | -98.2% | +50.3% | -28.7% |
| All | -47.9% | -97.9% | +50.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling