+7,917.6%
FLEX vs AEM
+2,358.0%
+5,559.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -10.1% | +24.0% | -34.2% | -11.8% |
| 3M | -31.3% | +16.1% | -47.4% | -32.3% |
| 6M | +71.3% | -11.6% | +82.9% | +72.5% |
| YTD | +81.2% | +21.5% | +59.7% | +78.1% |
| 1Y | +98.5% | +39.2% | +59.3% | +93.1% |
| 3Y | +428.2% | +347.4% | +80.8% | +371.0% |
| 5Y | +657.3% | +290.1% | +367.1% | +576.1% |
| 10Y | +995.9% | +357.8% | +638.1% | +851.7% |
| All | +7,917.6% | +2,358.0% | +5,559.6% | +7,167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling