+689.2%
AFL vs UUUU
-92.5%
+781.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.2% |
| 7D | -3.3% | -5.0% | +1.7% | -3.0% |
| 30D | -5.0% | -7.8% | +2.8% | -4.6% |
| 3M | -1.8% | -0.4% | -1.3% | -2.2% |
| 6M | +4.8% | -32.9% | +37.7% | +6.3% |
| YTD | +5.4% | -6.3% | +11.7% | +3.7% |
| 1Y | +9.0% | +7.9% | +1.1% | +5.1% |
| 3Y | +63.0% | +85.2% | -22.2% | +47.5% |
| 5Y | +134.5% | +97.0% | +37.5% | +104.8% |
| 10Y | +298.6% | +492.6% | -194.0% | +198.9% |
| All | +689.2% | -92.5% | +781.7% | +483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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