+236.1%
ALNY vs UL
+66.7%
+169.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | -6.5% | -3.4% | -3.2% | -5.6% |
| 30D | +11.0% | +0.5% | +10.6% | +10.9% |
| 3M | -14.1% | +7.2% | -21.3% | -15.7% |
| 6M | -22.4% | -3.1% | -19.3% | -21.8% |
| YTD | -37.5% | -2.7% | -34.7% | -37.2% |
| 1Y | -46.9% | -10.2% | -36.7% | -45.4% |
| 3Y | +22.1% | +20.3% | +1.8% | +14.6% |
| 5Y | +31.2% | +19.9% | +11.3% | +22.0% |
| All | +236.1% | +66.7% | +169.4% | +188.5% |
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 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