+944.6%
FLEX vs ACI
+31.1%
+913.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +12.0% |
| 7D | -7.2% | -5.9% | -1.3% | -7.2% |
| 30D | -34.8% | +7.2% | -42.0% | -34.9% |
| 3M | -35.6% | +8.8% | -44.4% | -35.7% |
| 6M | -45.0% | -17.2% | -27.8% | -44.7% |
| YTD | +29.4% | -21.3% | +50.6% | +30.2% |
| 1Y | +24.8% | -23.7% | +48.5% | +25.9% |
| 3Y | +304.4% | -32.8% | +337.3% | +310.4% |
| 5Y | +484.1% | -41.4% | +525.5% | +493.2% |
| All | +944.6% | +31.1% | +913.5% | +974.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling