-44.5%
FLUT vs ACGL
+34.9%
-79.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -1.5% | +1.3% | -2.7% | -1.8% |
| 30D | +3.4% | +14.2% | -10.8% | +0.1% |
| 3M | -12.5% | +11.1% | -23.6% | -14.8% |
| 6M | -18.5% | +16.4% | -34.8% | -21.3% |
| YTD | -61.6% | +13.8% | -75.4% | -62.9% |
| 1Y | -64.1% | +21.6% | -85.7% | -65.7% |
| 3Y | -44.5% | +33.5% | -78.0% | -47.0% |
| All | -44.5% | +34.9% | -79.3% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling