+478.1%
FLEX vs AIG
+34.0%
+444.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +4.6% |
| 7D | +7.0% | -1.6% | +8.6% | +7.1% |
| 30D | -5.8% | -5.2% | -0.6% | -5.3% |
| 3M | -24.2% | +1.5% | -25.7% | -24.8% |
| 6M | +90.8% | -3.9% | +94.7% | +91.1% |
| YTD | +89.2% | -11.6% | +100.8% | +94.3% |
| 1Y | +104.7% | -2.9% | +107.6% | +102.0% |
| 3Y | +478.1% | +33.7% | +444.3% | +421.2% |
| All | +478.1% | +34.0% | +444.1% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AIG 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling