+248.5%
ALAB vs UL
+29.8%
+218.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.5% |
| 7D | -7.5% | +2.6% | -10.0% | -5.1% |
| 30D | -36.8% | +6.8% | -43.6% | -32.4% |
| 3M | -31.9% | +5.7% | -37.6% | -27.3% |
| 6M | +8.2% | +15.9% | -7.7% | +25.6% |
| YTD | +29.9% | +4.3% | +25.7% | +43.1% |
| 1Y | +24.4% | -0.4% | +24.9% | +34.8% |
| All | +248.5% | +29.8% | +218.7% | +310.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling