-47.9%
FLEX vs AGG
-1.6%
-46.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +7.5% | -1.5% | +9.0% | +8.4% |
| 30D | -25.3% | +0.6% | -25.9% | -27.9% |
| 3M | -39.7% | -1.6% | -38.1% | -35.8% |
| 6M | -47.9% | -1.6% | -46.2% | -45.1% |
| All | -47.9% | -1.6% | -46.3% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling