+9.0%
AFL vs URA
+11.7%
-2.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.7% | -0.6% |
| 7D | -3.3% | -1.5% | -1.8% | -3.4% |
| 30D | -5.0% | -0.4% | -4.6% | -4.9% |
| 3M | -1.8% | +6.3% | -8.0% | -1.0% |
| 6M | +4.8% | -14.0% | +18.8% | +4.2% |
| YTD | +5.4% | +5.3% | +0.1% | +6.3% |
| 1Y | +9.0% | +11.7% | -2.7% | +11.8% |
| All | +9.0% | +11.7% | -2.7% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling