-0.9%
UAL vs AFL
+10.4%
-11.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.0% | -3.3% | +1.3% | -1.7% |
| 30D | -15.7% | -5.0% | -10.7% | -15.3% |
| 3M | +3.6% | -1.8% | +5.4% | +3.6% |
| 6M | +16.9% | +4.8% | +12.1% | +13.7% |
| YTD | -4.8% | +5.4% | -10.2% | -7.3% |
| 1Y | -0.9% | +9.0% | -9.9% | -4.3% |
| All | -0.9% | +10.4% | -11.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling