+36.0%
ACGL vs FLR
+58.4%
-22.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | -0.7% | +5.4% | -6.2% | -0.8% |
| 30D | -1.0% | +11.4% | -12.4% | -1.0% |
| 3M | +11.0% | +11.4% | -0.4% | +11.0% |
| 6M | -0.3% | +16.6% | -17.0% | -0.6% |
| YTD | +2.3% | +41.7% | -39.4% | +1.1% |
| 1Y | +6.4% | +35.4% | -29.0% | +5.2% |
| All | +36.0% | +58.4% | -22.4% | +28.6% |
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 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