+814.5%
FLEX vs ALC
+30.4%
+784.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -5.2% |
| 7D | +7.5% | -1.1% | +8.5% | +7.8% |
| 30D | -25.3% | +16.0% | -41.3% | -30.2% |
| 3M | -39.7% | +0.8% | -40.5% | -40.6% |
| 6M | -47.9% | +16.8% | -64.7% | -52.3% |
| YTD | +24.1% | -5.5% | +29.6% | +22.0% |
| 1Y | +26.0% | -5.3% | +31.2% | +23.4% |
| 3Y | +282.7% | +4.1% | +278.6% | +240.5% |
| 5Y | +424.2% | -7.1% | +431.3% | +390.1% |
| All | +814.5% | +30.4% | +784.1% | +515.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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