+689.7%
FLEX vs AJG
+75.6%
+614.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.2% |
| 7D | +0.1% | -8.5% | +8.6% | -0.2% |
| 30D | -11.8% | -3.8% | -8.0% | -11.9% |
| 3M | -22.6% | +10.8% | -33.4% | -23.6% |
| 6M | +77.3% | +15.6% | +61.7% | +73.8% |
| YTD | +78.8% | -5.1% | +83.9% | +83.4% |
| 1Y | +86.1% | -16.0% | +102.1% | +98.4% |
| 3Y | +446.2% | +9.7% | +436.5% | +383.8% |
| 5Y | +689.7% | +77.8% | +611.9% | +356.6% |
| All | +689.7% | +75.6% | +614.1% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling