+104.2%
UAL vs AFL
+297.3%
-193.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -1.1% | -2.1% | +1.0% | +0.9% |
| 30D | -13.4% | -5.4% | -8.0% | -8.9% |
| 3M | -2.3% | -0.3% | -2.0% | -3.0% |
| 6M | +13.3% | +5.2% | +8.1% | +6.1% |
| YTD | -4.2% | +5.7% | -9.9% | -11.1% |
| 1Y | +1.4% | +10.2% | -8.8% | -10.1% |
| 3Y | +125.8% | +63.4% | +62.4% | +29.5% |
| 5Y | +130.0% | +133.0% | -3.0% | -11.0% |
| 10Y | +104.2% | +299.5% | -195.3% | -43.9% |
| All | +104.2% | +297.3% | -193.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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