+266.9%
ACGL vs FLR
+18.9%
+248.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -2.8% | -0.7% | -2.1% | -2.9% |
| 3M | +6.8% | +14.3% | -7.5% | +4.4% |
| 6M | -1.5% | +25.6% | -27.1% | -5.5% |
| YTD | -0.2% | +42.9% | -43.1% | -6.1% |
| 1Y | +5.3% | +38.7% | -33.4% | -1.0% |
| 3Y | +30.3% | +61.8% | -31.5% | +15.6% |
| 5Y | +151.8% | +254.1% | -102.3% | +95.0% |
| 10Y | +266.9% | +20.0% | +246.8% | +190.9% |
| All | +266.9% | +18.9% | +248.0% | +190.9% |
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