+5,681.7%
FLEX vs AIG
-45.2%
+5,726.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.1% | +3.6% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | -32.6% | +6.6% | -39.3% | -34.0% |
| 3M | -35.5% | +7.9% | -43.4% | -37.0% |
| 6M | -45.6% | +10.4% | -55.9% | -47.5% |
| YTD | +30.7% | -1.3% | +32.0% | +29.1% |
| 1Y | +28.4% | +11.5% | +16.9% | +22.7% |
| 3Y | +301.7% | +38.8% | +262.9% | +259.6% |
| 5Y | +473.3% | +57.8% | +415.4% | +395.0% |
| 10Y | +651.7% | +68.4% | +583.3% | +522.0% |
| All | +5,681.7% | -45.2% | +5,726.9% | +3,495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling