-65.0%
FLUT vs ACGL
+20.5%
-85.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -1.2% | -1.2% | 0.0% | -0.7% |
| 30D | +5.0% | +12.8% | -7.8% | +0.5% |
| 3M | -16.4% | +12.3% | -28.7% | -20.0% |
| 6M | -14.6% | +15.8% | -30.4% | -18.2% |
| YTD | -61.9% | +13.9% | -75.8% | -63.9% |
| 1Y | -65.0% | +19.0% | -84.1% | -66.2% |
| All | -65.0% | +20.5% | -85.5% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling