+5,470.8%
FLEX vs AIG
-45.6%
+5,516.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.0% | -3.5% |
| 7D | -13.6% | +2.2% | -15.9% | -14.2% |
| 30D | -36.5% | +6.9% | -43.4% | -37.8% |
| 3M | -36.4% | +6.8% | -43.2% | -37.8% |
| 6M | -46.5% | +9.2% | -55.7% | -48.3% |
| YTD | +25.9% | -1.9% | +27.9% | +24.6% |
| 1Y | +19.6% | +9.7% | +9.9% | +14.7% |
| 3Y | +287.0% | +37.9% | +249.1% | +247.0% |
| 5Y | +466.6% | +56.8% | +409.8% | +390.0% |
| 10Y | +626.9% | +67.6% | +559.3% | +502.2% |
| All | +5,470.8% | -45.6% | +5,516.4% | +3,370.2% |
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 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