+416.7%
FLEX vs AEP
+77.9%
+338.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -19.3% | -2.8% | -16.5% | -19.3% |
| 30D | -41.5% | +3.6% | -45.2% | -41.6% |
| 3M | -43.1% | +1.8% | -44.9% | -43.1% |
| 6M | -48.2% | -3.1% | -45.1% | -48.3% |
| YTD | +15.5% | +12.2% | +3.2% | +13.4% |
| 1Y | +10.2% | +9.1% | +1.1% | +8.5% |
| 3Y | +256.8% | +77.9% | +178.9% | +210.4% |
| All | +416.7% | +77.9% | +338.9% | +371.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling