+59.3%
FND vs ACGL
+252.9%
-193.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -4.4% | -1.4% | -3.0% | -3.8% |
| 30D | +14.5% | +12.4% | +2.1% | +8.3% |
| 3M | -15.6% | +11.1% | -26.7% | -19.7% |
| 6M | +4.7% | +16.3% | -11.6% | -3.2% |
| YTD | -16.1% | +13.8% | -30.0% | -22.1% |
| 1Y | -16.0% | +20.4% | -36.4% | -24.0% |
| 3Y | -35.5% | +33.6% | -69.1% | -47.5% |
| 5Y | -60.5% | +176.8% | -237.3% | -80.3% |
| All | +59.3% | +252.9% | -193.6% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling