+192.3%
FN vs ACGL
+170.1%
+22.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -5.9% |
| 7D | -7.0% | +8.0% | -15.0% | -6.8% |
| 30D | -24.7% | +17.3% | -42.0% | -24.6% |
| 3M | -35.7% | +11.2% | -46.9% | -35.5% |
| 6M | -52.4% | +18.2% | -70.6% | -52.5% |
| YTD | -25.0% | +15.4% | -40.3% | -25.2% |
| 1Y | -25.7% | +26.5% | -52.2% | -27.2% |
| 3Y | +110.2% | +36.1% | +74.2% | +95.6% |
| 5Y | +192.3% | +175.9% | +16.4% | +83.0% |
| All | +192.3% | +170.1% | +22.2% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling