+67.3%
AG vs UL
+18.7%
+48.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.4% |
| 7D | -5.8% | -4.1% | -1.7% | -4.4% |
| 30D | +6.4% | -1.2% | +7.5% | +6.8% |
| 3M | +28.4% | +6.0% | +22.4% | +24.8% |
| 6M | -24.5% | -5.5% | -19.0% | -22.8% |
| YTD | +21.2% | -3.3% | +24.5% | +22.9% |
| 1Y | +114.1% | -9.8% | +123.9% | +123.1% |
| 3Y | +268.0% | +20.1% | +247.9% | +232.3% |
| 5Y | +67.3% | +19.2% | +48.1% | +40.7% |
| All | +67.3% | +18.7% | +48.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling