+651.7%
FLEX vs ACGL
+329.5%
+322.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | -1.4% | +3.6% | +2.8% |
| 30D | -32.6% | +12.4% | -45.0% | -36.4% |
| 3M | -35.5% | +11.1% | -46.6% | -39.0% |
| 6M | -45.6% | +16.3% | -61.9% | -50.5% |
| YTD | +30.7% | +13.8% | +16.9% | +18.6% |
| 1Y | +28.4% | +20.4% | +7.9% | +12.9% |
| 3Y | +301.7% | +33.6% | +268.1% | +216.2% |
| 5Y | +473.3% | +176.8% | +296.4% | +175.4% |
| 10Y | +651.7% | +324.6% | +327.2% | +188.2% |
| All | +651.7% | +329.5% | +322.3% | +188.2% |
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