+137.7%
UAL vs AFL
+134.0%
+3.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.6% |
| 7D | +3.5% | -0.7% | +4.2% | +4.0% |
| 30D | -16.5% | -7.1% | -9.3% | -12.2% |
| 3M | +2.8% | +0.4% | +2.3% | +1.8% |
| 6M | +17.6% | +4.5% | +13.0% | +12.4% |
| YTD | -3.2% | +6.1% | -9.3% | -8.7% |
| 1Y | +0.4% | +10.6% | -10.1% | -8.5% |
| 3Y | +128.2% | +64.0% | +64.1% | +48.2% |
| 5Y | +137.7% | +133.7% | +4.0% | +2.4% |
| All | +137.7% | +134.0% | +3.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling