+565.2%
FLEX vs AG
+89.9%
+475.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.7% | +4.3% |
| 7D | -19.3% | +6.3% | -25.6% | -20.3% |
| 30D | -41.5% | -8.9% | -32.6% | -40.6% |
| 3M | -43.1% | -12.2% | -30.9% | -42.1% |
| 6M | -48.2% | -28.3% | -19.9% | -45.9% |
| YTD | +15.5% | -8.8% | +24.3% | +15.4% |
| 1Y | +10.2% | +39.4% | -29.1% | +3.4% |
| 3Y | +256.8% | +229.4% | +27.4% | +185.7% |
| 5Y | +408.2% | +14.5% | +393.6% | +349.0% |
| All | +565.2% | +89.9% | +475.2% | +410.3% |
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