+132.3%
AA vs UL
+65.2%
+67.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -0.6% | -3.2% | +2.6% | +0.3% |
| 30D | -1.6% | -0.6% | -1.0% | -1.5% |
| 3M | -29.8% | +9.4% | -39.2% | -32.0% |
| 6M | -16.6% | -4.1% | -12.5% | -16.1% |
| YTD | -4.0% | -2.0% | -2.1% | -4.6% |
| 1Y | +63.5% | -9.0% | +72.5% | +66.3% |
| 3Y | +86.8% | +21.8% | +64.9% | +65.7% |
| 5Y | +12.4% | +20.6% | -8.2% | -1.0% |
| 10Y | +132.3% | +67.7% | +64.6% | +106.8% |
| All | +132.3% | +65.2% | +67.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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