+122.1%
URI vs AFL
+69.3%
+52.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -12.9% | -6.2% | -6.8% | -11.4% |
| 3M | -6.7% | +2.2% | -8.9% | -7.7% |
| 6M | +19.0% | +5.3% | +13.7% | +16.4% |
| YTD | +25.5% | +8.0% | +17.6% | +21.7% |
| 1Y | +5.5% | +10.2% | -4.7% | +1.3% |
| All | +122.1% | +69.3% | +52.8% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling