+2,867.1%
FLEX vs ACGL
+5,005.0%
-2,137.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.1% | -13.5% | -13.6% |
| 7D | -28.3% | +6.4% | -34.7% | -30.0% |
| 30D | -45.0% | +16.6% | -61.6% | -48.1% |
| 3M | -45.2% | +11.6% | -56.8% | -47.6% |
| 6M | -30.8% | +17.5% | -48.3% | -35.7% |
| YTD | +10.4% | +15.3% | -4.8% | +2.3% |
| 1Y | +2.3% | +26.3% | -24.0% | -8.5% |
| 3Y | +238.9% | +35.9% | +203.0% | +187.2% |
| 5Y | +386.0% | +168.2% | +217.8% | +216.6% |
| 10Y | +551.1% | +352.0% | +199.1% | +254.3% |
| All | +2,867.1% | +5,005.0% | -2,137.8% | +949.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling