+30.6%
UPS vs AFL
+18.6%
+12.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.6% |
| 7D | +8.2% | +2.9% | +5.3% | +7.8% |
| 30D | +22.7% | +11.5% | +11.2% | +21.4% |
| 3M | +6.4% | +0.6% | +5.8% | +5.6% |
| 6M | +22.6% | +11.7% | +10.9% | +19.4% |
| YTD | +20.7% | +15.4% | +5.3% | +15.9% |
| 1Y | +30.6% | +17.6% | +13.1% | +24.9% |
| All | +30.6% | +18.6% | +12.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling