+19.2%
UL vs AFL
+131.0%
-111.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.2% |
| 30D | -1.2% | -5.0% | +3.8% | +0.2% |
| 3M | +6.0% | -1.8% | +7.7% | +6.5% |
| 6M | -5.5% | +4.8% | -10.3% | -6.7% |
| YTD | -3.3% | +5.4% | -8.8% | -4.8% |
| 1Y | -9.8% | +9.0% | -18.8% | -12.0% |
| 3Y | +20.1% | +63.0% | -42.9% | +4.3% |
| 5Y | +19.2% | +134.5% | -115.3% | -8.4% |
| All | +19.2% | +131.0% | -111.8% | -8.4% |
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