-6.8%
AA vs UL
+32.3%
-39.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.6% |
| 7D | +4.8% | +0.3% | +4.6% | +4.7% |
| 30D | -0.6% | +7.0% | -7.6% | -1.7% |
| 3M | -16.3% | +5.8% | -22.1% | -17.1% |
| 6M | -33.4% | +16.1% | -49.5% | -35.2% |
| YTD | -20.7% | +4.5% | -25.2% | -21.5% |
| 1Y | +12.9% | -1.3% | +14.2% | +13.5% |
| 3Y | +75.7% | +35.0% | +40.8% | +50.7% |
| 5Y | -6.8% | +31.9% | -38.7% | -20.6% |
| All | -6.8% | +32.3% | -39.1% | -20.6% |
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