+30.8%
UL vs AS
+137.8%
-107.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +2.3% |
| 30D | +6.8% | +13.2% | -6.5% | +6.1% |
| 3M | +5.7% | -11.9% | +17.7% | +6.1% |
| 6M | +15.9% | -11.6% | +27.5% | +16.2% |
| YTD | +4.3% | -14.7% | +19.0% | +4.6% |
| 1Y | -0.4% | +5.7% | -6.1% | -0.5% |
| All | +30.8% | +137.8% | -107.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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