+453.8%
FLEX vs AIG
+36.8%
+417.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -10.1% | -4.9% | -5.3% | -9.6% |
| 3M | -31.3% | +4.5% | -35.8% | -32.2% |
| 6M | +71.3% | -1.4% | +72.7% | +71.0% |
| YTD | +81.2% | -9.8% | +91.0% | +85.8% |
| 1Y | +98.5% | -4.5% | +103.0% | +98.6% |
| All | +453.8% | +36.8% | +417.1% | +398.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling