+3,061.3%
FLEX vs AEIS
+1,982.0%
+1,079.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +11.3% | +0.7% | +7.4% |
| 7D | -7.2% | +1.0% | -8.1% | -7.0% |
| 30D | -34.8% | -24.0% | -10.7% | -26.2% |
| 3M | -35.6% | -32.5% | -3.1% | -23.6% |
| 6M | -45.0% | -38.6% | -6.4% | -32.2% |
| YTD | +29.4% | +4.8% | +24.5% | +28.8% |
| 1Y | +24.8% | +1.3% | +23.5% | +26.1% |
| 3Y | +304.4% | +159.2% | +145.2% | +180.3% |
| 5Y | +484.1% | +140.8% | +343.3% | +310.2% |
| 10Y | +640.4% | +349.8% | +290.6% | +284.7% |
| All | +3,061.3% | +1,982.0% | +1,079.4% | +633.6% |
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