+7,917.6%
FLEX vs AFL
+8,184.2%
-266.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -10.1% | -6.2% | -4.0% | -7.4% |
| 3M | -31.3% | +2.2% | -33.5% | -32.6% |
| 6M | +71.3% | +5.3% | +66.0% | +65.0% |
| YTD | +81.2% | +8.0% | +73.3% | +71.8% |
| 1Y | +98.5% | +10.2% | +88.3% | +85.3% |
| 3Y | +428.2% | +67.1% | +361.2% | +291.8% |
| 5Y | +657.3% | +135.6% | +521.7% | +374.8% |
| 10Y | +995.9% | +299.4% | +696.6% | +430.4% |
| All | +7,917.6% | +8,184.2% | -266.6% | +1,227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling