+5,681.7%
FLEX vs AON
+3,696.7%
+1,985.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.2% | -2.4% | +4.6% | +3.1% |
| 30D | -32.6% | +22.8% | -55.4% | -38.1% |
| 3M | -35.5% | -5.3% | -30.1% | -35.1% |
| 6M | -45.6% | +8.4% | -53.9% | -49.0% |
| YTD | +30.7% | -3.9% | +34.6% | +26.3% |
| 1Y | +28.4% | -3.1% | +31.5% | +23.4% |
| 3Y | +301.7% | +3.0% | +298.7% | +266.1% |
| 5Y | +473.3% | +16.7% | +456.6% | +393.3% |
| 10Y | +651.7% | +232.6% | +419.1% | +317.4% |
| All | +5,681.7% | +3,696.7% | +1,985.0% | +1,397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 all: compounded portfolio wealth divided by compounded AON 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…
all analysis · Full analysis span regression · 6 months rolling