+442.4%
FLEX vs AME
+50.7%
+391.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | -0.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.5% |
| 30D | -10.1% | -6.7% | -3.5% | -3.3% |
| 3M | -31.3% | +4.1% | -35.4% | -33.1% |
| 6M | +71.3% | +1.6% | +69.7% | +71.8% |
| YTD | +81.2% | +16.1% | +65.1% | +63.5% |
| 1Y | +98.5% | +27.3% | +71.2% | +65.6% |
| All | +442.4% | +50.7% | +391.7% | +285.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling