+640.4%
FLEX vs AG
+77.4%
+563.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.7% | +7.3% | +11.3% |
| 7D | -7.2% | +10.8% | -18.0% | -8.8% |
| 30D | -34.8% | -8.2% | -26.6% | -33.8% |
| 3M | -35.6% | -13.7% | -21.9% | -34.2% |
| 6M | -45.0% | -27.3% | -17.7% | -42.7% |
| YTD | +29.4% | -4.6% | +33.9% | +28.4% |
| 1Y | +24.8% | +39.4% | -14.6% | +17.0% |
| 3Y | +304.4% | +244.1% | +60.3% | +221.3% |
| 5Y | +484.1% | +16.8% | +467.3% | +414.0% |
| 10Y | +640.4% | +71.7% | +568.7% | +467.3% |
| All | +640.4% | +77.4% | +563.0% | +467.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling