+726.2%
FLEX vs AFL
+134.0%
+592.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.9% |
| 7D | +7.0% | -0.7% | +7.7% | +7.2% |
| 30D | -5.8% | -7.1% | +1.3% | -3.7% |
| 3M | -24.2% | +0.4% | -24.6% | -24.9% |
| 6M | +90.8% | +4.5% | +86.3% | +85.3% |
| YTD | +89.2% | +6.1% | +83.1% | +81.9% |
| 1Y | +104.7% | +10.6% | +94.2% | +92.1% |
| 3Y | +478.1% | +64.0% | +414.1% | +312.6% |
| 5Y | +726.2% | +133.7% | +592.5% | +301.7% |
| All | +726.2% | +134.0% | +592.2% | +301.7% |
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