+32.7%
ACGL vs FLR
+37.2%
-4.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | 0.0% |
| 7D | -1.2% | +10.1% | -11.3% | -1.1% |
| 30D | +12.8% | -0.5% | +13.3% | +12.9% |
| 3M | +12.3% | -4.8% | +17.1% | +12.3% |
| 6M | +15.8% | +10.7% | +5.1% | +15.6% |
| YTD | +13.9% | +25.0% | -11.1% | +13.0% |
| 1Y | +19.0% | +8.3% | +10.7% | +18.7% |
| All | +32.7% | +37.2% | -4.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling