+1,086.7%
FLEX vs AFL
+297.3%
+789.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | +6.4% | -2.1% | +8.5% | +7.6% |
| 30D | -5.9% | -5.4% | -0.4% | -2.9% |
| 3M | -23.5% | -0.3% | -23.2% | -24.2% |
| 6M | +83.7% | +5.2% | +78.5% | +75.0% |
| YTD | +86.5% | +5.7% | +80.8% | +76.1% |
| 1Y | +100.5% | +10.2% | +90.3% | +83.1% |
| 3Y | +469.8% | +63.4% | +406.4% | +281.7% |
| 5Y | +725.7% | +133.0% | +592.6% | +323.7% |
| 10Y | +1,086.7% | +299.5% | +787.2% | +363.6% |
| All | +1,086.7% | +297.3% | +789.4% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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