+127.9%
UAL vs AFL
+148.4%
-20.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.8% | +6.2% |
| 7D | +10.2% | +0.5% | +9.7% | +9.8% |
| 30D | +12.0% | +9.3% | +2.7% | +5.5% |
| 3M | -7.1% | +1.0% | -8.1% | -7.9% |
| 6M | +20.9% | +11.8% | +9.0% | +10.5% |
| YTD | +7.7% | +15.3% | -7.7% | -4.2% |
| 1Y | +23.6% | +12.1% | +11.5% | +12.2% |
| 3Y | +222.6% | +65.0% | +157.6% | +112.2% |
| 5Y | +127.9% | +149.1% | -21.2% | -12.0% |
| All | +127.9% | +148.4% | -20.5% | -12.0% |
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