-9.7%
FLUT vs ACGL
+276.1%
-285.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +7.7% | -1.0% | +8.7% | +7.9% |
| 3M | -0.7% | +11.0% | -11.8% | -2.0% |
| 6M | -11.2% | -0.3% | -10.8% | -11.1% |
| YTD | -53.4% | +2.3% | -55.7% | -53.6% |
| 1Y | -65.8% | +6.4% | -72.1% | -66.1% |
| 3Y | -44.9% | +34.0% | -78.9% | -47.2% |
| 5Y | -49.7% | +161.6% | -211.3% | -55.2% |
| All | -9.7% | +276.1% | -285.8% | -18.9% |
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