+222.7%
AA vs UL
+2,729.0%
-2,506.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.1% |
| 7D | +1.1% | -1.7% | +2.8% | +1.8% |
| 30D | -1.3% | +4.5% | -5.8% | -3.5% |
| 3M | -23.9% | +5.5% | -29.4% | -26.1% |
| 6M | -36.8% | +17.0% | -53.8% | -42.1% |
| YTD | -22.2% | +3.2% | -25.4% | -25.3% |
| 1Y | +10.4% | -1.9% | +12.2% | +8.1% |
| 3Y | +72.0% | +33.6% | +38.5% | +41.4% |
| 5Y | -15.6% | +31.5% | -47.1% | -31.0% |
| 10Y | +47.8% | +103.9% | -56.2% | -6.7% |
| All | +222.7% | +2,729.0% | -2,506.3% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling