+832.4%
FLEX vs ACI
+29.9%
+802.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +4.5% |
| 7D | -19.3% | -2.2% | -17.1% | -19.3% |
| 30D | -41.5% | +10.3% | -51.8% | -41.7% |
| 3M | -43.1% | +7.2% | -50.3% | -43.3% |
| 6M | -48.2% | -18.0% | -30.2% | -47.9% |
| YTD | +15.5% | -22.0% | +37.5% | +16.2% |
| 1Y | +10.2% | -23.4% | +33.6% | +11.0% |
| 3Y | +256.8% | -35.8% | +292.6% | +263.3% |
| 5Y | +408.2% | -43.7% | +451.9% | +416.3% |
| All | +832.4% | +29.9% | +802.5% | +859.1% |
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