-25.6%
FLUT vs ACGL
+332.0%
-357.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -1.5% | +1.3% | -2.7% | -1.7% |
| 30D | +3.4% | +14.2% | -10.8% | +1.5% |
| 3M | -12.5% | +11.1% | -23.6% | -13.8% |
| 6M | -18.5% | +16.4% | -34.8% | -20.2% |
| YTD | -61.6% | +13.8% | -75.4% | -62.4% |
| 1Y | -64.1% | +21.6% | -85.7% | -65.1% |
| 3Y | -44.5% | +33.5% | -78.0% | -46.8% |
| 5Y | -51.3% | +174.8% | -226.1% | -57.1% |
| 10Y | -25.6% | +330.4% | -355.9% | -31.3% |
| All | -25.6% | +332.0% | -357.6% | -31.3% |
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