+478.1%
FLEX vs AEM
+349.6%
+128.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.8% |
| 7D | +7.0% | +4.3% | +2.6% | +5.6% |
| 30D | -5.8% | +13.1% | -18.9% | -9.6% |
| 3M | -24.2% | +24.8% | -49.0% | -29.8% |
| 6M | +90.8% | -8.2% | +99.0% | +89.8% |
| YTD | +89.2% | +19.8% | +69.4% | +79.2% |
| 1Y | +104.7% | +32.1% | +72.6% | +91.1% |
| 3Y | +478.1% | +348.2% | +129.9% | +360.3% |
| All | +478.1% | +349.6% | +128.5% | +360.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling