+421.4%
FLEX vs AEM
+299.8%
+121.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.2% | +4.3% |
| 7D | -19.3% | +15.8% | -35.1% | -22.6% |
| 30D | -41.5% | +6.2% | -47.7% | -42.5% |
| 3M | -43.1% | +14.3% | -57.4% | -45.3% |
| 6M | -48.2% | +1.4% | -49.6% | -49.0% |
| YTD | +15.5% | +13.7% | +1.8% | +11.3% |
| 1Y | +10.2% | +21.3% | -11.1% | +5.1% |
| 3Y | +256.8% | +309.9% | -53.1% | +176.3% |
| All | +421.4% | +299.8% | +121.5% | +315.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling