+64.4%
UL vs AME
+445.1%
-380.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | -0.3% |
| 7D | -3.4% | +1.7% | -5.1% | -3.9% |
| 30D | +0.5% | -6.4% | +6.9% | +2.3% |
| 3M | +7.2% | +7.1% | +0.2% | +4.7% |
| 6M | -3.1% | +8.2% | -11.2% | -5.8% |
| YTD | -2.7% | +18.2% | -20.9% | -8.0% |
| 1Y | -10.2% | +26.7% | -37.0% | -17.1% |
| 3Y | +20.3% | +60.7% | -40.4% | +0.6% |
| 5Y | +19.9% | +91.6% | -71.6% | -6.9% |
| All | +64.4% | +445.1% | -380.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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