+7,917.6%
FLEX vs AEP
+1,619.4%
+6,298.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | +1.8% | -2.7% | -1.5% |
| 30D | -10.1% | -0.8% | -9.3% | -9.9% |
| 3M | -31.3% | -1.8% | -29.5% | -31.1% |
| 6M | +71.3% | -5.4% | +76.6% | +73.2% |
| YTD | +81.2% | +10.4% | +70.8% | +73.1% |
| 1Y | +98.5% | +18.2% | +80.3% | +84.5% |
| 3Y | +428.2% | +79.0% | +349.3% | +307.2% |
| 5Y | +657.3% | +64.8% | +592.4% | +496.0% |
| 10Y | +995.9% | +170.8% | +825.1% | +588.7% |
| All | +7,917.6% | +1,619.4% | +6,298.2% | +2,792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling