+97.6%
AGG vs UL
+541.6%
-444.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.2% |
| 7D | -0.2% | -3.2% | +3.1% | -0.1% |
| 30D | -0.2% | -0.6% | +0.4% | -0.2% |
| 3M | -0.7% | +9.4% | -10.1% | -0.8% |
| 6M | -1.8% | -4.1% | +2.4% | -1.8% |
| YTD | -0.6% | -2.0% | +1.4% | -0.6% |
| 1Y | +0.4% | -9.0% | +9.3% | +0.4% |
| 3Y | +13.2% | +21.8% | -8.6% | +13.2% |
| 5Y | -2.0% | +20.6% | -22.6% | -2.0% |
| 10Y | +15.1% | +67.7% | -52.6% | +15.6% |
| All | +97.6% | +541.6% | -444.0% | +100.5% |
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