+19.5%
UL vs AFL
+62.4%
-42.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.3% |
| 30D | -1.2% | -5.0% | +3.8% | 0.0% |
| 3M | +6.0% | -1.8% | +7.7% | +6.5% |
| 6M | -5.5% | +4.8% | -10.3% | -6.4% |
| YTD | -3.3% | +5.4% | -8.8% | -4.4% |
| 1Y | -9.8% | +9.0% | -18.8% | -11.4% |
| All | +19.5% | +62.4% | -42.9% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling