-26.8%
FLUT vs ACGL
+324.4%
-351.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.0% |
| 30D | +9.3% | +12.3% | -3.1% | +7.5% |
| 3M | -17.5% | +11.8% | -29.3% | -18.8% |
| 6M | -14.6% | +17.5% | -32.1% | -16.5% |
| YTD | -62.3% | +14.3% | -76.5% | -63.0% |
| 1Y | -59.6% | +18.2% | -77.8% | -60.6% |
| 3Y | -45.3% | +33.2% | -78.4% | -47.6% |
| 5Y | -50.4% | +174.3% | -224.7% | -56.4% |
| All | -26.8% | +324.4% | -351.2% | -33.1% |
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