-64.1%
FLUT vs ACGL
+22.9%
-87.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.5% | +1.3% | -2.7% | -2.0% |
| 30D | +3.4% | +14.2% | -10.8% | -1.5% |
| 3M | -12.5% | +11.1% | -23.6% | -16.0% |
| 6M | -18.5% | +16.4% | -34.8% | -22.0% |
| YTD | -61.6% | +13.8% | -75.4% | -63.7% |
| 1Y | -64.1% | +21.6% | -85.7% | -65.3% |
| All | -64.1% | +22.9% | -87.0% | -65.3% |
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 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