+473.3%
FLEX vs ALC
-10.6%
+483.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +5.9% | +4.1% |
| 7D | +2.2% | -6.3% | +8.5% | +3.2% |
| 30D | -32.6% | +12.6% | -45.2% | -34.4% |
| 3M | -35.5% | -3.8% | -31.7% | -35.2% |
| 6M | -45.6% | +16.8% | -62.4% | -48.1% |
| YTD | +30.7% | -7.6% | +38.3% | +31.6% |
| 1Y | +28.4% | -5.9% | +34.2% | +28.0% |
| 3Y | +301.7% | +0.6% | +301.1% | +278.4% |
| 5Y | +473.3% | -9.5% | +482.7% | +461.2% |
| All | +473.3% | -10.6% | +483.8% | +461.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling