+1,271.8%
URI vs AFL
+297.3%
+974.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +5.0% | -2.1% | +7.1% | +6.7% |
| 30D | -9.4% | -5.4% | -4.0% | -5.7% |
| 3M | -5.8% | -0.3% | -5.6% | -6.4% |
| 6M | +25.8% | +5.2% | +20.6% | +19.6% |
| YTD | +27.9% | +5.7% | +22.2% | +20.6% |
| 1Y | +9.7% | +10.2% | -0.5% | -0.4% |
| 3Y | +128.0% | +63.4% | +64.6% | +43.9% |
| 5Y | +212.4% | +133.0% | +79.4% | +45.1% |
| 10Y | +1,271.8% | +299.5% | +972.3% | +322.7% |
| All | +1,271.8% | +297.3% | +974.5% | +322.7% |
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