+5,389.6%
FLEX vs AFL
+8,919.3%
-3,529.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | +7.5% | +2.9% | +4.6% | +6.0% |
| 30D | -25.3% | +8.0% | -33.2% | -28.3% |
| 3M | -39.7% | +5.9% | -45.6% | -41.7% |
| 6M | -47.9% | +11.6% | -59.5% | -51.3% |
| YTD | +24.1% | +17.5% | +6.6% | +12.2% |
| 1Y | +26.0% | +13.3% | +12.7% | +15.7% |
| 3Y | +282.7% | +67.0% | +215.7% | +182.7% |
| 5Y | +424.2% | +150.6% | +273.6% | +216.6% |
| 10Y | +613.8% | +343.1% | +270.7% | +227.0% |
| All | +5,389.6% | +8,919.3% | -3,529.7% | +766.7% |
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 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