+338.6%
AFL vs URA
+272.2%
+66.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.1% |
| 7D | +0.2% | +4.5% | -4.2% | -0.6% |
| 30D | +8.6% | -13.4% | +22.1% | +10.9% |
| 3M | +5.3% | -28.4% | +33.7% | +10.5% |
| 6M | +10.0% | -40.5% | +50.5% | +18.6% |
| YTD | +16.5% | -24.3% | +40.8% | +17.8% |
| 1Y | +12.7% | -28.8% | +41.5% | +15.0% |
| 3Y | +65.5% | +37.6% | +27.9% | +37.4% |
| 5Y | +148.5% | +30.7% | +117.8% | +102.0% |
| All | +338.6% | +272.2% | +66.4% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling