-71.1%
FLNC vs ACGL
+135.6%
-206.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.8% | -8.3% |
| 7D | -4.2% | -2.1% | -2.0% | -4.1% |
| 30D | -20.0% | -2.2% | -17.8% | -20.0% |
| 3M | -56.9% | +6.3% | -63.2% | -57.4% |
| 6M | -35.5% | +0.5% | -36.1% | -36.0% |
| YTD | -48.8% | +0.2% | -49.0% | -49.6% |
| 1Y | +49.3% | +7.3% | +42.0% | +43.6% |
| 3Y | -61.8% | +30.8% | -92.6% | -68.1% |
| All | -71.1% | +135.6% | -206.7% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling