+65.7%
AG vs UL
+109.3%
-43.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -10.0% | +1.1% | -11.1% | -10.3% |
| 30D | -10.5% | +4.5% | -15.0% | -12.2% |
| 3M | -27.3% | +6.5% | -33.7% | -29.3% |
| 6M | -43.0% | +18.2% | -61.1% | -47.3% |
| YTD | -17.9% | +4.7% | -22.6% | -20.1% |
| 1Y | +11.9% | +0.8% | +11.1% | +10.7% |
| 3Y | +201.8% | +35.9% | +165.9% | +160.0% |
| 5Y | -0.1% | +33.4% | -33.5% | -14.4% |
| All | +65.7% | +109.3% | -43.6% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling