+282.7%
FLEX vs AGG
+14.0%
+268.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +7.5% | -1.5% | +9.0% | +8.6% |
| 30D | -25.3% | +0.6% | -25.9% | -26.0% |
| 3M | -39.7% | -1.6% | -38.1% | -38.9% |
| 6M | -47.9% | -1.6% | -46.2% | -47.1% |
| YTD | +24.1% | -1.5% | +25.6% | +26.0% |
| 1Y | +26.0% | -1.1% | +27.1% | +27.8% |
| 3Y | +282.7% | +13.6% | +269.1% | +249.6% |
| All | +282.7% | +14.0% | +268.7% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling