+298.7%
FLEX vs AFL
+66.2%
+232.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.2% |
| 7D | +17.1% | +0.2% | +16.9% | +17.1% |
| 30D | -29.5% | +8.6% | -38.2% | -28.4% |
| 3M | -37.3% | +5.3% | -42.6% | -36.4% |
| 6M | -44.1% | +10.0% | -54.1% | -43.2% |
| YTD | +29.3% | +16.5% | +12.8% | +31.2% |
| 1Y | +24.2% | +12.7% | +11.5% | +26.4% |
| All | +298.7% | +66.2% | +232.5% | +334.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling