+442.4%
FLEX vs ACGL
+34.2%
+408.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.2% |
| 7D | -0.9% | -0.7% | -0.1% | -1.0% |
| 30D | -10.1% | -1.0% | -9.2% | -10.3% |
| 3M | -31.3% | +11.0% | -42.4% | -30.4% |
| 6M | +71.3% | -0.3% | +71.6% | +72.6% |
| YTD | +81.2% | +2.3% | +79.0% | +82.7% |
| 1Y | +98.5% | +6.4% | +92.1% | +99.7% |
| All | +442.4% | +34.2% | +408.2% | +451.6% |
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