+484.1%
FLEX vs AEE
+58.9%
+425.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.9% |
| 7D | -7.2% | +2.3% | -9.5% | -7.3% |
| 30D | -34.8% | +11.6% | -46.3% | -35.5% |
| 3M | -35.6% | +5.5% | -41.1% | -35.9% |
| 6M | -45.0% | +6.0% | -51.0% | -45.6% |
| YTD | +29.4% | +16.6% | +12.8% | +25.0% |
| 1Y | +24.8% | +12.1% | +12.7% | +21.6% |
| 3Y | +304.4% | +64.2% | +240.2% | +253.0% |
| 5Y | +484.1% | +59.1% | +425.0% | +419.0% |
| All | +484.1% | +58.9% | +425.1% | +419.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling