+99.3%
UL vs ALB
+38.2%
+61.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +0.9% |
| 7D | +0.3% | +9.5% | -9.2% | -0.3% |
| 30D | +7.0% | -2.1% | +9.1% | +7.1% |
| 3M | +5.8% | -24.1% | +29.9% | +7.4% |
| 6M | +16.1% | -51.0% | +67.1% | +20.9% |
| YTD | +4.5% | -29.3% | +33.8% | +5.5% |
| 1Y | -1.3% | +3.2% | -4.5% | -3.0% |
| 3Y | +35.0% | -9.3% | +44.3% | +30.3% |
| 5Y | +31.9% | -61.6% | +93.5% | +35.2% |
| 10Y | +99.3% | +40.8% | +58.5% | +64.2% |
| All | +99.3% | +38.2% | +61.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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