+21.2%
UL vs AME
+55.9%
-34.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.6% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | -0.6% | -6.6% | +6.0% | -0.3% |
| 3M | +9.4% | +3.0% | +6.5% | +9.1% |
| 6M | -4.1% | +5.3% | -9.4% | -4.6% |
| YTD | -2.0% | +15.4% | -17.4% | -2.6% |
| 1Y | -9.0% | +26.8% | -35.8% | -9.8% |
| All | +21.2% | +55.9% | -34.8% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling