+19.6%
FLEX vs AEE
+12.4%
+7.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.8% |
| 7D | -13.6% | +3.0% | -16.6% | -11.9% |
| 30D | -36.5% | +11.2% | -47.7% | -32.6% |
| 3M | -36.4% | +7.0% | -43.4% | -33.9% |
| 6M | -46.5% | +5.7% | -52.2% | -45.2% |
| YTD | +25.9% | +16.2% | +9.7% | +24.3% |
| 1Y | +19.6% | +12.0% | +7.5% | +20.5% |
| All | +19.6% | +12.4% | +7.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling