+2,721.8%
FLEX vs AEIS
+1,770.4%
+951.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.6% | +2.1% |
| 7D | -19.3% | -11.3% | -8.0% | -14.9% |
| 30D | -41.5% | -32.6% | -8.9% | -30.7% |
| 3M | -43.1% | -39.2% | -4.0% | -29.7% |
| 6M | -48.2% | -45.4% | -2.8% | -33.2% |
| YTD | +15.5% | -5.8% | +21.3% | +19.9% |
| 1Y | +10.2% | -10.0% | +20.2% | +16.7% |
| 3Y | +256.8% | +121.2% | +135.6% | +163.1% |
| 5Y | +408.2% | +110.6% | +297.5% | +275.9% |
| 10Y | +580.8% | +326.6% | +254.2% | +261.7% |
| All | +2,721.8% | +1,770.4% | +951.5% | +582.9% |
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