+21.4%
UL vs AME
+85.0%
-63.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | +2.8% | -4.1% | -1.8% |
| 30D | +0.9% | -6.3% | +7.2% | +2.0% |
| 3M | +14.2% | +5.4% | +8.9% | +12.7% |
| 6M | -3.2% | +7.4% | -10.6% | -4.9% |
| YTD | -0.3% | +16.2% | -16.5% | -3.5% |
| 1Y | -8.8% | +26.8% | -35.6% | -13.3% |
| 3Y | +23.9% | +57.5% | -33.6% | +8.7% |
| 5Y | +21.4% | +84.8% | -63.5% | -2.2% |
| All | +21.4% | +85.0% | -63.7% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling