+310.7%
FTI vs ACGL
+270.1%
+40.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.7% |
| 7D | -2.3% | -2.1% | -0.2% | -1.0% |
| 30D | +5.0% | -2.2% | +7.2% | +6.4% |
| 3M | +13.8% | +6.3% | +7.5% | +8.5% |
| 6M | +22.9% | +0.5% | +22.4% | +20.8% |
| YTD | +75.0% | +0.2% | +74.8% | +71.2% |
| 1Y | +96.9% | +7.3% | +89.6% | +83.0% |
| 3Y | +276.7% | +30.8% | +245.9% | +188.4% |
| 5Y | +1,157.0% | +155.8% | +1,001.3% | +448.6% |
| 10Y | +310.7% | +276.3% | +34.4% | +60.3% |
| All | +310.7% | +270.1% | +40.6% | +60.3% |
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