-86.4%
FLNC vs ACGL
+174.9%
-261.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | -16.2% | -1.4% | -14.8% | -16.2% |
| 30D | -28.1% | +12.4% | -40.5% | -28.4% |
| 3M | -61.3% | +11.1% | -72.4% | -61.4% |
| 6M | -79.9% | +16.3% | -96.2% | -80.1% |
| YTD | -74.3% | +13.8% | -88.1% | -74.8% |
| 1Y | -75.5% | +20.4% | -95.9% | -76.3% |
| 3Y | -70.4% | +33.6% | -104.0% | -73.5% |
| 5Y | -86.4% | +176.8% | -263.2% | -93.5% |
| All | -86.4% | +174.9% | -261.3% | -93.5% |
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