+143.3%
FN vs ACGL
+174.7%
-31.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.1% | -14.1% | -14.2% |
| 7D | -16.0% | +6.4% | -22.4% | -15.8% |
| 30D | -40.1% | +16.6% | -56.7% | -39.9% |
| 3M | -43.9% | +11.6% | -55.5% | -43.7% |
| 6M | -55.6% | +17.5% | -73.1% | -55.7% |
| YTD | -35.7% | +15.3% | -50.9% | -35.8% |
| 1Y | -39.8% | +26.3% | -66.1% | -41.0% |
| 3Y | +80.3% | +35.9% | +44.3% | +68.0% |
| 5Y | +143.3% | +168.2% | -24.9% | +55.8% |
| All | +143.3% | +174.7% | -31.4% | +55.8% |
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