+133.7%
AFL vs URA
+131.0%
+2.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -2.0% |
| 7D | -0.7% | +8.1% | -8.8% | -1.3% |
| 30D | -7.1% | +5.8% | -12.9% | -7.6% |
| 3M | +0.4% | +3.4% | -3.0% | 0.0% |
| 6M | +4.5% | -2.6% | +7.2% | +4.1% |
| YTD | +6.1% | +11.2% | -5.1% | +3.5% |
| 1Y | +10.6% | +19.8% | -9.3% | +6.0% |
| 3Y | +64.0% | +121.5% | -57.4% | +39.4% |
| 5Y | +133.7% | +134.5% | -0.7% | +91.3% |
| All | +133.7% | +131.0% | +2.7% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling