+2,732.3%
UL vs AME
+18,999.6%
-16,267.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.5% | +8.1% | -10.6% | -4.1% |
| 30D | +5.7% | -3.8% | +9.4% | +6.2% |
| 3M | +7.0% | -6.6% | +13.6% | +8.1% |
| 6M | +16.1% | +4.6% | +11.5% | +14.1% |
| YTD | +3.6% | +17.9% | -14.4% | -1.0% |
| 1Y | -1.4% | +23.2% | -24.6% | -6.7% |
| 3Y | +34.1% | +62.9% | -28.9% | +17.6% |
| 5Y | +32.0% | +77.5% | -45.5% | +12.9% |
| 10Y | +104.7% | +444.7% | -340.0% | +35.1% |
| All | +2,732.3% | +18,999.6% | -16,267.2% | +1,028.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling