+2,279.5%
FLEX vs AEE
+885.6%
+1,393.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.5% |
| 7D | -7.2% | +2.3% | -9.5% | -8.3% |
| 30D | -34.8% | +11.6% | -46.3% | -38.4% |
| 3M | -35.6% | +5.5% | -41.1% | -37.5% |
| 6M | -45.0% | +6.0% | -51.0% | -47.3% |
| YTD | +29.4% | +16.6% | +12.8% | +17.7% |
| 1Y | +24.8% | +12.1% | +12.7% | +15.7% |
| 3Y | +304.4% | +64.2% | +240.2% | +199.9% |
| 5Y | +484.1% | +59.1% | +425.0% | +332.9% |
| 10Y | +640.4% | +210.2% | +430.2% | +260.6% |
| All | +2,279.5% | +885.6% | +1,393.9% | +608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling