+330.6%
ACGL vs FLR
+17.5%
+313.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | -0.2% |
| 7D | -1.1% | +8.5% | -9.6% | -2.1% |
| 30D | +13.1% | -0.7% | +13.8% | +13.0% |
| 3M | +9.8% | -11.7% | +21.5% | +11.0% |
| 6M | +15.3% | +16.2% | -0.9% | +11.8% |
| YTD | +12.7% | +27.0% | -14.3% | +7.3% |
| 1Y | +20.7% | +10.1% | +10.6% | +16.9% |
| 3Y | +34.3% | +46.2% | -11.9% | +20.4% |
| 5Y | +170.6% | +121.4% | +49.2% | +123.5% |
| 10Y | +330.6% | +11.0% | +319.6% | +248.6% |
| All | +330.6% | +17.5% | +313.1% | +248.6% |
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