+96.5%
UAL vs AFL
+340.0%
-243.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.2% |
| 7D | +2.3% | +1.4% | +0.8% | +0.8% |
| 30D | +13.3% | +9.7% | +3.7% | +3.7% |
| 3M | -6.3% | +5.5% | -11.8% | -11.4% |
| 6M | +22.5% | +11.2% | +11.3% | +8.8% |
| YTD | +5.9% | +17.1% | -11.2% | -11.2% |
| 1Y | +24.7% | +14.0% | +10.6% | +7.1% |
| 3Y | +211.6% | +66.3% | +145.3% | +76.2% |
| 5Y | +130.6% | +152.7% | -22.1% | -17.7% |
| 10Y | +96.5% | +341.3% | -244.9% | -51.8% |
| All | +96.5% | +340.0% | -243.5% | -51.8% |
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