+228.8%
AA vs UL
+2,764.7%
-2,535.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.4% |
| 7D | +4.8% | +0.3% | +4.6% | +4.6% |
| 30D | -0.6% | +7.0% | -7.6% | -4.0% |
| 3M | -16.3% | +5.8% | -22.1% | -18.8% |
| 6M | -33.4% | +16.1% | -49.5% | -38.8% |
| YTD | -20.7% | +4.5% | -25.2% | -24.3% |
| 1Y | +12.9% | -1.3% | +14.2% | +10.3% |
| 3Y | +75.7% | +35.0% | +40.8% | +43.8% |
| 5Y | -6.8% | +31.9% | -38.7% | -23.9% |
| 10Y | +53.6% | +99.3% | -45.6% | -1.8% |
| All | +228.8% | +2,764.7% | -2,535.9% | -13.7% |
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