+614.8%
FLEX vs ACGL
+324.4%
+290.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | +7.5% | +2.2% | +5.3% | +6.5% |
| 30D | -25.3% | +12.3% | -37.6% | -29.4% |
| 3M | -39.7% | +11.8% | -51.5% | -43.1% |
| 6M | -47.9% | +17.5% | -65.3% | -52.8% |
| YTD | +24.1% | +14.3% | +9.8% | +12.4% |
| 1Y | +26.0% | +18.2% | +7.8% | +11.9% |
| 3Y | +282.7% | +33.2% | +249.5% | +202.1% |
| 5Y | +424.2% | +174.3% | +249.9% | +153.4% |
| All | +614.8% | +324.4% | +290.4% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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