+25.0%
FLEX vs ACI
-18.4%
+43.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.5% | -15.9% | -10.8% |
| 7D | -17.0% | +4.5% | -21.5% | -15.0% |
| 30D | -33.8% | +20.9% | -54.7% | -28.7% |
| 3M | -39.0% | +15.2% | -54.3% | -35.1% |
| 6M | -15.9% | -13.3% | -2.6% | -17.3% |
| YTD | +27.8% | -16.2% | +44.0% | +24.5% |
| 1Y | +25.0% | -16.9% | +41.8% | +19.9% |
| All | +25.0% | -18.4% | +43.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling