+4,328.8%
FLEX vs AEIS
+2,566.8%
+1,762.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.5% |
| 7D | -0.9% | +3.0% | -3.9% | -2.1% |
| 30D | -10.1% | -14.6% | +4.5% | -4.2% |
| 3M | -31.3% | -12.4% | -18.9% | -27.5% |
| 6M | +71.3% | -15.0% | +86.2% | +83.1% |
| YTD | +81.2% | +34.3% | +47.0% | +61.3% |
| 1Y | +98.5% | +87.4% | +11.1% | +54.8% |
| 3Y | +428.2% | +139.8% | +288.5% | +270.2% |
| 5Y | +657.3% | +220.7% | +436.5% | +366.9% |
| 10Y | +995.9% | +531.6% | +464.3% | +391.4% |
| All | +4,328.8% | +2,566.8% | +1,762.0% | +818.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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