+282.7%
AG vs UL
+21.6%
+261.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.5% |
| 7D | -0.1% | -3.2% | +3.1% | +0.7% |
| 30D | +12.5% | -0.6% | +13.0% | +12.6% |
| 3M | +28.2% | +9.4% | +18.7% | +24.2% |
| 6M | -18.8% | -4.1% | -14.7% | -16.5% |
| YTD | +27.4% | -2.0% | +29.4% | +30.5% |
| 1Y | +132.2% | -9.0% | +141.2% | +144.0% |
| All | +282.7% | +21.6% | +261.1% | +266.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling