+19.2%
UL vs AGI
+389.6%
-370.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | -4.1% | -5.3% | +1.2% | -3.5% |
| 30D | -1.2% | +6.8% | -7.9% | -1.9% |
| 3M | +6.0% | +8.3% | -2.3% | +4.7% |
| 6M | -5.5% | -29.2% | +23.8% | -2.3% |
| YTD | -3.3% | -7.3% | +3.9% | -3.7% |
| 1Y | -9.8% | +8.0% | -17.8% | -12.3% |
| 3Y | +20.1% | +206.6% | -186.4% | -1.3% |
| 5Y | +19.2% | +398.1% | -379.0% | -14.4% |
| All | +19.2% | +389.6% | -370.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling