+19.1%
AA vs UL
+22.5%
-3.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.7% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | +3.3% | +0.9% | +2.4% | +3.1% |
| 3M | -29.4% | +14.2% | -43.6% | -31.1% |
| 6M | -12.8% | -3.2% | -9.6% | -11.9% |
| YTD | -2.1% | -0.3% | -1.8% | -2.4% |
| 1Y | +62.8% | -8.8% | +71.5% | +66.5% |
| 3Y | +90.5% | +23.9% | +66.6% | +68.5% |
| 5Y | +19.1% | +21.4% | -2.3% | +0.1% |
| All | +19.1% | +22.5% | -3.4% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling