+614.8%
FLEX vs ACM
+132.6%
+482.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.4% |
| 7D | +7.5% | +5.6% | +1.8% | +4.0% |
| 30D | -25.3% | +20.8% | -46.1% | -33.6% |
| 3M | -39.7% | +11.4% | -51.1% | -44.2% |
| 6M | -47.9% | +0.9% | -48.8% | -49.9% |
| YTD | +24.1% | -24.8% | +48.9% | +42.2% |
| 1Y | +26.0% | -46.4% | +72.4% | +81.0% |
| 3Y | +282.7% | -9.2% | +291.9% | +278.3% |
| 5Y | +424.2% | +5.0% | +419.2% | +363.3% |
| All | +614.8% | +132.6% | +482.2% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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