-72.3%
FLNC vs ACGL
+135.8%
-208.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.3% |
| 7D | -5.0% | -3.6% | -1.4% | -4.9% |
| 30D | -26.1% | -2.1% | -24.0% | -26.1% |
| 3M | -55.2% | +5.4% | -60.5% | -55.7% |
| 6M | -42.6% | 0.0% | -42.6% | -42.9% |
| YTD | -51.0% | +0.3% | -51.3% | -51.7% |
| 1Y | +43.3% | +6.2% | +37.2% | +38.4% |
| 3Y | -63.4% | +30.9% | -94.4% | -69.5% |
| All | -72.3% | +135.8% | -208.1% | -85.8% |
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