-70.4%
FLNC vs ACGL
+140.5%
-210.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.5% |
| 7D | -4.9% | -0.7% | -4.1% | -4.8% |
| 30D | -27.3% | -1.0% | -26.3% | -27.3% |
| 3M | -61.9% | +11.0% | -72.9% | -62.6% |
| 6M | -34.5% | -0.3% | -34.2% | -34.6% |
| YTD | -47.7% | +2.3% | -49.9% | -48.4% |
| 1Y | +53.3% | +6.4% | +47.0% | +48.8% |
| 3Y | -62.4% | +34.0% | -96.4% | -68.8% |
| All | -70.4% | +140.5% | -210.9% | -84.8% |
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 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