+2,054.3%
FLUT vs ACGL
+3,384.0%
-1,329.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | +7.7% | -1.0% | +8.7% | +7.9% |
| 3M | -0.7% | +11.0% | -11.8% | -1.7% |
| 6M | -11.2% | -0.3% | -10.8% | -11.1% |
| YTD | -53.4% | +2.3% | -55.7% | -53.6% |
| 1Y | -65.8% | +6.4% | -72.1% | -66.0% |
| 3Y | -44.9% | +34.0% | -78.9% | -46.6% |
| 5Y | -49.7% | +161.6% | -211.3% | -53.8% |
| 10Y | -9.7% | +278.6% | -288.3% | -19.6% |
| All | +2,054.3% | +3,384.0% | -1,329.7% | +1,413.1% |
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