+424.8%
FLEX vs AFL
+149.6%
+275.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.2% |
| 7D | +7.5% | +2.9% | +4.6% | +6.8% |
| 30D | -25.3% | +8.0% | -33.2% | -26.8% |
| 3M | -39.7% | +5.9% | -45.6% | -40.7% |
| 6M | -47.9% | +11.6% | -59.5% | -49.9% |
| YTD | +24.1% | +17.5% | +6.6% | +16.3% |
| 1Y | +26.0% | +13.3% | +12.7% | +19.7% |
| 3Y | +282.7% | +67.0% | +215.7% | +189.0% |
| All | +424.8% | +149.6% | +275.1% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling