+906.4%
FLEX vs AGG
+98.1%
+808.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -10.1% | -0.4% | -9.8% | -10.2% |
| 3M | -31.3% | -0.7% | -30.7% | -31.4% |
| 6M | +71.3% | -1.5% | +72.8% | +70.6% |
| YTD | +81.2% | -0.3% | +81.5% | +81.1% |
| 1Y | +98.5% | +1.3% | +97.2% | +99.0% |
| 3Y | +428.2% | +13.2% | +415.0% | +442.1% |
| 5Y | +657.3% | -1.4% | +658.7% | +620.1% |
| 10Y | +995.9% | +14.9% | +981.1% | +1,065.9% |
| All | +906.4% | +98.1% | +808.3% | +1,306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling