+442.4%
FLEX vs ACI
-38.5%
+481.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -10.1% | +5.9% | -16.1% | -9.7% |
| 3M | -31.3% | -19.8% | -11.6% | -31.8% |
| 6M | +71.3% | -24.7% | +96.0% | +69.8% |
| YTD | +81.2% | -24.4% | +105.6% | +79.2% |
| 1Y | +98.5% | -31.5% | +130.0% | +98.7% |
| All | +442.4% | -38.5% | +481.0% | +452.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling