+640.4%
FLEX vs AEP
+191.0%
+449.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.4% | +10.6% | +11.7% |
| 7D | -7.2% | -1.5% | -5.6% | -6.8% |
| 30D | -34.8% | +4.5% | -39.3% | -35.4% |
| 3M | -35.6% | +2.8% | -38.4% | -36.0% |
| 6M | -45.0% | -0.7% | -44.4% | -45.1% |
| YTD | +29.4% | +13.8% | +15.5% | +24.3% |
| 1Y | +24.8% | +9.0% | +15.8% | +21.2% |
| 3Y | +304.4% | +83.0% | +221.4% | +228.1% |
| 5Y | +484.1% | +83.3% | +400.8% | +370.4% |
| 10Y | +640.4% | +194.6% | +445.8% | +470.9% |
| All | +640.4% | +191.0% | +449.4% | +470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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