+725.7%
FLEX vs AU
+688.4%
+37.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.5% |
| 7D | +6.4% | +0.6% | +5.7% | +6.2% |
| 30D | -5.9% | +12.3% | -18.2% | -8.0% |
| 3M | -23.5% | +29.4% | -52.8% | -27.4% |
| 6M | +83.7% | +3.2% | +80.5% | +80.0% |
| YTD | +86.5% | +31.8% | +54.7% | +77.3% |
| 1Y | +100.5% | +83.4% | +17.1% | +83.6% |
| 3Y | +469.8% | +623.1% | -153.3% | +342.9% |
| 5Y | +725.7% | +700.5% | +25.1% | +489.8% |
| All | +725.7% | +688.4% | +37.2% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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