+282.7%
FLEX vs ACI
-31.5%
+314.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -4.2% |
| 7D | +7.5% | +2.3% | +5.2% | +7.9% |
| 30D | -25.3% | +1.2% | -26.5% | -25.0% |
| 3M | -39.7% | +6.8% | -46.5% | -38.9% |
| 6M | -47.9% | -18.7% | -29.1% | -47.8% |
| YTD | +24.1% | -20.2% | +44.3% | +23.9% |
| 1Y | +26.0% | -23.7% | +49.7% | +26.4% |
| 3Y | +282.7% | -31.6% | +314.3% | +279.5% |
| All | +282.7% | -31.5% | +314.2% | +279.5% |
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