+201.8%
AG vs UL
+36.1%
+165.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -10.0% | +1.1% | -11.1% | -10.2% |
| 30D | -10.5% | +4.5% | -15.0% | -11.6% |
| 3M | -27.3% | +6.5% | -33.7% | -28.5% |
| 6M | -43.0% | +18.2% | -61.1% | -46.1% |
| YTD | -17.9% | +4.7% | -22.6% | -17.3% |
| 1Y | +11.9% | +0.8% | +11.1% | +14.2% |
| 3Y | +201.8% | +35.9% | +165.9% | +140.3% |
| All | +201.8% | +36.1% | +165.8% | +140.3% |
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