-39.8%
AA vs UL
+16.0%
-55.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.3% |
| 7D | +5.3% | -2.5% | +7.8% | +4.3% |
| 30D | -2.3% | +5.7% | -7.9% | 0.0% |
| 3M | -20.8% | +7.0% | -27.8% | -18.6% |
| 6M | -39.8% | +16.1% | -55.9% | -29.8% |
| All | -39.8% | +16.0% | -55.8% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling