+2,625.5%
UL vs AFL
+18,542.8%
-15,917.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +0.9% | -7.1% | +8.0% | +2.6% |
| 3M | +14.2% | +0.4% | +13.8% | +14.1% |
| 6M | -3.2% | +4.5% | -7.7% | -4.2% |
| YTD | -0.3% | +6.1% | -6.4% | -1.8% |
| 1Y | -8.8% | +10.6% | -19.3% | -10.9% |
| 3Y | +23.9% | +64.0% | -40.2% | +9.9% |
| 5Y | +21.4% | +133.7% | -112.4% | -1.1% |
| 10Y | +66.7% | +298.0% | -231.4% | +16.6% |
| All | +2,625.5% | +18,542.8% | -15,917.3% | +776.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling