+33.4%
AG vs UL
+1.7%
+31.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.3% | +5.9% | +8.7% |
| 7D | -2.6% | +4.7% | -7.3% | -3.1% |
| 30D | -12.1% | +11.6% | -23.7% | -13.6% |
| 3M | -6.6% | +5.3% | -11.9% | -7.2% |
| 6M | -20.5% | +16.0% | -36.5% | -22.4% |
| YTD | -7.4% | +5.0% | -12.4% | +0.6% |
| 1Y | +33.4% | +1.1% | +32.3% | +45.5% |
| All | +33.4% | +1.7% | +31.7% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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