+1,060.6%
FLEX vs AME
+421.6%
+639.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +7.0% | +2.8% | +4.2% | +4.2% |
| 30D | -5.8% | -6.3% | +0.5% | +0.3% |
| 3M | -24.2% | +5.4% | -29.6% | -27.0% |
| 6M | +90.8% | +7.4% | +83.4% | +82.9% |
| YTD | +89.2% | +16.2% | +73.0% | +69.4% |
| 1Y | +104.7% | +26.8% | +77.9% | +68.4% |
| 3Y | +478.1% | +57.5% | +420.6% | +287.0% |
| 5Y | +726.2% | +84.8% | +641.3% | +372.8% |
| 10Y | +1,060.6% | +424.3% | +636.3% | +274.0% |
| All | +1,060.6% | +421.6% | +639.0% | +274.0% |
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