+652.8%
FLEX vs AEM
+434.1%
+218.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.1% | +4.3% |
| 7D | +2.2% | +1.4% | +0.9% | +1.9% |
| 30D | -32.6% | -1.2% | -31.5% | -32.6% |
| 3M | -35.5% | +2.5% | -38.0% | -36.1% |
| 6M | -45.6% | -5.1% | -40.5% | -45.5% |
| YTD | +30.7% | +10.4% | +20.3% | +27.4% |
| 1Y | +28.4% | +11.8% | +16.6% | +24.8% |
| 3Y | +301.7% | +315.6% | -14.0% | +214.2% |
| 5Y | +473.3% | +266.3% | +207.0% | +346.6% |
| All | +652.8% | +434.1% | +218.8% | +434.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling