+25.0%
FLEX vs AJG
+19.3%
+5.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.5% | -17.8% | -6.6% |
| 7D | -17.0% | +10.7% | -27.7% | -6.8% |
| 30D | -33.8% | +26.9% | -60.8% | -14.2% |
| 3M | -39.0% | +16.6% | -55.6% | -26.2% |
| 6M | -15.9% | +40.1% | -56.0% | +25.0% |
| YTD | +27.8% | +12.4% | +15.4% | +70.8% |
| 1Y | +25.0% | +15.9% | +9.0% | +71.1% |
| All | +25.0% | +19.3% | +5.6% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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