+64.4%
UL vs AGI
+392.3%
-328.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -3.2% |
| 30D | +0.5% | +7.2% | -6.8% | -0.1% |
| 3M | +7.2% | +4.3% | +3.0% | +6.6% |
| 6M | -3.1% | -27.1% | +24.0% | -1.1% |
| YTD | -2.7% | -6.6% | +3.9% | -3.1% |
| 1Y | -10.2% | +9.5% | -19.8% | -11.9% |
| 3Y | +20.3% | +208.4% | -188.2% | +7.6% |
| 5Y | +19.9% | +401.6% | -381.7% | +2.5% |
| All | +64.4% | +392.3% | -328.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling