-26.1%
FLUT vs ACGL
+332.3%
-358.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -6.5% | -1.1% | -5.4% | -6.3% |
| 30D | +2.8% | +13.1% | -10.4% | +1.0% |
| 3M | -13.5% | +9.8% | -23.2% | -14.6% |
| 6M | -19.0% | +15.3% | -34.2% | -20.6% |
| YTD | -61.9% | +12.7% | -74.6% | -62.5% |
| 1Y | -63.2% | +20.7% | -83.9% | -64.2% |
| 3Y | -46.0% | +34.3% | -80.3% | -48.3% |
| 5Y | -51.8% | +170.6% | -222.4% | -57.5% |
| 10Y | -26.1% | +330.6% | -356.6% | -31.9% |
| All | -26.1% | +332.3% | -358.4% | -31.9% |
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