+651.7%
FLEX vs AME
+437.3%
+214.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.2% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | -32.6% | -4.1% | -28.6% | -28.5% |
| 3M | -35.5% | -6.3% | -29.1% | -29.6% |
| 6M | -45.6% | +3.5% | -49.1% | -45.3% |
| YTD | +30.7% | +17.3% | +13.4% | +18.6% |
| 1Y | +28.4% | +22.0% | +6.3% | +12.5% |
| 3Y | +301.7% | +62.0% | +239.6% | +167.6% |
| 5Y | +473.3% | +78.5% | +394.8% | +246.0% |
| 10Y | +651.7% | +441.6% | +210.1% | +150.0% |
| All | +651.7% | +437.3% | +214.4% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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