+445.6%
AG vs UL
+322.2%
+123.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.8% |
| 30D | +19.2% | +0.5% | +18.7% | +18.7% |
| 3M | +6.2% | +17.6% | -11.4% | -4.4% |
| 6M | -26.7% | -5.4% | -21.3% | -25.5% |
| YTD | +26.1% | +0.7% | +25.4% | +23.8% |
| 1Y | +131.7% | -9.3% | +140.9% | +140.2% |
| 3Y | +255.3% | +24.5% | +230.8% | +202.7% |
| 5Y | +61.9% | +23.2% | +38.7% | +36.0% |
| 10Y | +72.0% | +64.5% | +7.5% | +13.2% |
| All | +445.6% | +322.2% | +123.5% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling