+262.2%
UMC vs AFL
+63.5%
+198.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.4% |
| 7D | +9.0% | -1.6% | +10.6% | +8.9% |
| 30D | +17.2% | -4.0% | +21.3% | +17.0% |
| 3M | +11.4% | -0.5% | +11.9% | +10.7% |
| 6M | +137.5% | +6.5% | +131.0% | +133.3% |
| YTD | +193.1% | +6.2% | +186.9% | +187.6% |
| 1Y | +240.3% | +8.3% | +232.0% | +231.9% |
| 3Y | +262.2% | +62.5% | +199.7% | +209.4% |
| All | +262.2% | +63.5% | +198.7% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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