+424.8%
FLEX vs AME
+77.7%
+347.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.5% |
| 7D | +7.5% | +5.9% | +1.6% | +1.3% |
| 30D | -25.3% | -1.9% | -23.4% | -22.3% |
| 3M | -39.7% | -5.4% | -34.3% | -34.6% |
| 6M | -47.9% | +4.9% | -52.8% | -48.3% |
| YTD | +24.1% | +18.5% | +5.6% | +11.9% |
| 1Y | +26.0% | +25.5% | +0.5% | +8.3% |
| 3Y | +282.7% | +63.0% | +219.7% | +156.8% |
| All | +424.8% | +77.7% | +347.1% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling