+241.2%
FLEX vs ACGL
+35.5%
+205.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.1% | -13.5% | -13.6% |
| 7D | -28.3% | +6.4% | -34.7% | -26.9% |
| 30D | -45.0% | +16.6% | -61.6% | -42.5% |
| 3M | -45.2% | +11.6% | -56.8% | -43.3% |
| 6M | -30.8% | +17.5% | -48.3% | -27.4% |
| YTD | +10.4% | +15.3% | -4.8% | +15.7% |
| 1Y | +2.3% | +26.3% | -24.0% | +6.7% |
| All | +241.2% | +35.5% | +205.7% | +281.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling