+172.1%
ACGL vs FLR
+112.0%
+60.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +2.2% | +5.4% | -3.2% | +1.8% |
| 30D | +12.3% | +2.8% | +9.5% | +12.0% |
| 3M | +11.8% | -6.4% | +18.2% | +12.1% |
| 6M | +17.5% | +8.8% | +8.7% | +15.9% |
| YTD | +14.3% | +23.6% | -9.3% | +10.6% |
| 1Y | +18.2% | +13.8% | +4.4% | +15.3% |
| 3Y | +33.2% | +36.5% | -3.3% | +20.0% |
| All | +172.1% | +112.0% | +60.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling