-58.3%
FLNC vs ACGL
+29.4%
-87.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.1% | +5.6% |
| 7D | +6.0% | -2.9% | +8.9% | +4.7% |
| 30D | -16.3% | -2.8% | -13.5% | -17.2% |
| 3M | -54.1% | +6.8% | -60.9% | -52.8% |
| 6M | -25.3% | -1.5% | -23.8% | -24.2% |
| YTD | -44.2% | -0.2% | -44.0% | -43.1% |
| 1Y | +53.1% | +5.3% | +47.8% | +56.7% |
| 3Y | -58.3% | +30.3% | -88.6% | -56.7% |
| All | -58.3% | +29.4% | -87.7% | -56.7% |
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