+265.9%
UMC vs AFL
+1,201.8%
-935.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +11.4% | -3.3% | +14.7% | +12.8% |
| 30D | +16.8% | -5.0% | +21.8% | +19.1% |
| 3M | +19.1% | -1.8% | +20.9% | +18.9% |
| 6M | +137.4% | +4.8% | +132.6% | +129.7% |
| YTD | +186.4% | +5.4% | +180.9% | +175.6% |
| 1Y | +229.1% | +9.0% | +220.1% | +211.3% |
| 3Y | +257.9% | +63.0% | +194.8% | +180.3% |
| 5Y | +137.5% | +134.5% | +3.0% | +58.3% |
| 10Y | +1,808.2% | +298.6% | +1,509.6% | +836.4% |
| All | +265.9% | +1,201.8% | -935.9% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling