+1,115.5%
FLEX vs AJG
+473.1%
+642.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.6% |
| 7D | +5.7% | -8.3% | +14.0% | +8.8% |
| 30D | -7.0% | -5.7% | -1.4% | -5.6% |
| 3M | -23.8% | +9.1% | -32.9% | -28.4% |
| 6M | +82.6% | +15.2% | +67.4% | +64.7% |
| YTD | +91.6% | -6.3% | +97.9% | +89.6% |
| 1Y | +100.6% | -19.1% | +119.7% | +113.9% |
| 3Y | +479.8% | +8.2% | +471.5% | +382.3% |
| 5Y | +746.5% | +75.6% | +670.9% | +382.3% |
| All | +1,115.5% | +473.1% | +642.4% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling