+228.4%
UNH vs AFL
+303.3%
-74.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -4.5% | -1.6% | -2.9% | -3.9% |
| 30D | -6.5% | -4.0% | -2.5% | -4.8% |
| 3M | -6.0% | -0.5% | -5.5% | -5.9% |
| 6M | +33.7% | +6.5% | +27.1% | +29.7% |
| YTD | +16.4% | +6.2% | +10.2% | +12.9% |
| 1Y | +10.1% | +8.3% | +1.8% | +5.7% |
| 3Y | -16.3% | +62.5% | -78.8% | -34.6% |
| 5Y | +2.1% | +136.2% | -134.1% | -34.5% |
| All | +228.4% | +303.3% | -74.9% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling