+180.2%
FTI vs ACGL
+332.3%
-152.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -4.3% | -1.1% | -3.2% | -3.9% |
| 30D | -8.0% | +13.1% | -21.2% | -15.6% |
| 3M | -8.0% | +9.8% | -17.8% | -14.2% |
| 6M | -8.7% | +15.3% | -23.9% | -18.1% |
| YTD | +43.9% | +12.7% | +31.2% | +29.5% |
| 1Y | +49.8% | +20.7% | +29.1% | +28.5% |
| 3Y | +211.7% | +34.3% | +177.4% | +137.0% |
| 5Y | +781.6% | +170.6% | +611.0% | +270.3% |
| 10Y | +180.2% | +330.6% | -150.4% | -3.1% |
| All | +180.2% | +332.3% | -152.2% | -3.1% |
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 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