+23.7%
FLEX vs AME
+21.3%
+2.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -13.6% | -4.1% | -9.5% | -5.4% |
| 30D | -36.5% | -4.1% | -32.4% | -29.9% |
| 3M | -36.4% | -5.6% | -30.8% | -27.5% |
| 6M | -46.5% | +2.8% | -49.3% | -46.4% |
| YTD | +25.9% | +16.6% | +9.3% | +5.8% |
| All | +23.7% | +21.3% | +2.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling