+330.4%
ACGL vs FLR
+10.4%
+320.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.3% | +5.1% | -3.9% | +0.6% |
| 30D | +14.2% | -0.5% | +14.7% | +14.0% |
| 3M | +11.1% | -3.5% | +14.5% | +11.2% |
| 6M | +16.4% | +16.5% | -0.1% | +12.9% |
| YTD | +13.8% | +27.3% | -13.5% | +8.2% |
| 1Y | +21.6% | +10.6% | +10.9% | +17.7% |
| 3Y | +33.5% | +39.4% | -5.8% | +20.6% |
| 5Y | +174.8% | +126.4% | +48.5% | +126.3% |
| 10Y | +330.4% | +8.4% | +322.0% | +249.6% |
| All | +330.4% | +10.4% | +320.0% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling