+100.6%
FLEX vs AIG
-1.2%
+101.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.4% |
| 7D | +5.7% | -1.2% | +6.9% | +5.3% |
| 30D | -7.0% | -1.1% | -6.0% | -7.4% |
| 3M | -23.8% | +0.7% | -24.5% | -23.4% |
| 6M | +82.6% | -2.2% | +84.8% | +82.6% |
| YTD | +91.6% | -10.8% | +102.5% | +90.9% |
| 1Y | +100.6% | -2.0% | +102.6% | +101.1% |
| All | +100.6% | -1.2% | +101.7% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling