+544.0%
AFL vs URA
-51.6%
+595.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.4% |
| 7D | +0.2% | +4.5% | -4.2% | -0.9% |
| 30D | +8.6% | -13.4% | +22.1% | +11.8% |
| 3M | +5.3% | -28.4% | +33.7% | +12.6% |
| 6M | +10.0% | -40.5% | +50.5% | +21.7% |
| YTD | +16.5% | -24.3% | +40.8% | +18.7% |
| 1Y | +12.7% | -28.8% | +41.5% | +16.1% |
| 3Y | +65.5% | +37.6% | +27.9% | +33.2% |
| 5Y | +148.5% | +30.7% | +117.8% | +94.2% |
| 10Y | +339.2% | +266.8% | +72.5% | +110.3% |
| All | +544.0% | -51.6% | +595.6% | +487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling