-43.9%
FLUT vs ACGL
+34.2%
-78.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.8% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +7.7% | -1.0% | +8.7% | +8.0% |
| 3M | -0.7% | +11.0% | -11.8% | -2.3% |
| 6M | -11.2% | -0.3% | -10.8% | -11.1% |
| YTD | -53.4% | +2.3% | -55.7% | -53.7% |
| 1Y | -65.8% | +6.4% | -72.1% | -66.2% |
| All | -43.9% | +34.2% | -78.1% | -46.0% |
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