+1,658.1%
FLUT vs ACGL
+3,710.0%
-2,051.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.4% | -1.2% |
| 7D | -1.1% | +0.9% | -1.9% | -1.2% |
| 30D | +7.7% | +13.7% | -6.0% | +6.3% |
| 3M | -12.2% | +8.0% | -20.2% | -12.9% |
| 6M | -17.6% | +13.3% | -30.9% | -18.6% |
| YTD | -62.0% | +11.8% | -73.9% | -62.5% |
| 1Y | -62.3% | +22.2% | -84.5% | -63.0% |
| 3Y | -52.0% | +32.5% | -84.4% | -53.4% |
| 5Y | -51.8% | +160.2% | -212.0% | -55.9% |
| 10Y | -26.3% | +338.5% | -364.8% | -35.2% |
| All | +1,658.1% | +3,710.0% | -2,051.9% | +1,123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling