+416.7%
FLEX vs AME
+66.2%
+350.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.0% | +1.8% |
| 7D | -19.3% | -5.2% | -14.2% | -13.7% |
| 30D | -41.5% | -8.0% | -33.5% | -35.0% |
| 3M | -43.1% | -8.9% | -34.2% | -35.8% |
| 6M | -48.2% | -5.0% | -43.2% | -43.4% |
| YTD | +15.5% | +11.9% | +3.6% | +10.5% |
| 1Y | +10.2% | +16.6% | -6.4% | +1.9% |
| 3Y | +256.8% | +62.5% | +194.3% | +141.7% |
| All | +416.7% | +66.2% | +350.5% | +210.9% |
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