+1,086.7%
FLEX vs AIG
+63.9%
+1,022.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +6.4% | -1.4% | +7.8% | +7.1% |
| 30D | -5.9% | -3.3% | -2.5% | -4.3% |
| 3M | -23.5% | +2.2% | -25.6% | -25.3% |
| 6M | +83.7% | -2.1% | +85.8% | +82.3% |
| YTD | +86.5% | -11.2% | +97.7% | +93.8% |
| 1Y | +100.5% | -2.1% | +102.6% | +95.0% |
| 3Y | +469.8% | +34.4% | +435.5% | +349.2% |
| 5Y | +725.7% | +53.7% | +671.9% | +485.8% |
| 10Y | +1,086.7% | +64.4% | +1,022.3% | +511.6% |
| All | +1,086.7% | +63.9% | +1,022.8% | +511.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling