+134,607.8%
UNH vs AFL
+18,474.8%
+116,133.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | -1.7% | -2.1% | +0.5% | -1.0% |
| 30D | -3.8% | -5.4% | +1.6% | -2.2% |
| 3M | -4.3% | -0.3% | -4.0% | -4.2% |
| 6M | +38.6% | +5.2% | +33.4% | +36.3% |
| YTD | +20.7% | +5.7% | +15.0% | +18.4% |
| 1Y | +16.0% | +10.2% | +5.8% | +12.2% |
| 3Y | -13.5% | +63.4% | -76.9% | -26.7% |
| 5Y | +3.5% | +133.0% | -129.5% | -22.0% |
| 10Y | +245.3% | +299.5% | -54.2% | +116.1% |
| All | +134,607.8% | +18,474.8% | +116,133.0% | +21,519.9% |
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