+1,363.4%
FLEX vs ACI
+25.9%
+1,337.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -31.3% | -19.8% | -11.6% | -30.8% |
| 6M | +71.3% | -24.7% | +96.0% | +72.9% |
| YTD | +81.2% | -24.4% | +105.6% | +82.6% |
| 1Y | +98.5% | -31.5% | +130.0% | +101.6% |
| 3Y | +428.2% | -38.7% | +466.9% | +439.2% |
| 5Y | +657.3% | -42.8% | +700.1% | +669.7% |
| All | +1,363.4% | +25.9% | +1,337.5% | +1,407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling