+164.1%
URI vs AFL
+66.2%
+98.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +5.9% | +6.6% |
| 7D | -4.0% | +0.5% | -4.5% | -4.2% |
| 30D | +6.8% | +9.3% | -2.5% | +4.5% |
| 3M | -2.8% | +1.0% | -3.8% | -3.1% |
| 6M | +20.9% | +11.8% | +9.0% | +16.9% |
| YTD | +40.2% | +15.3% | +24.9% | +34.3% |
| 1Y | +34.1% | +12.1% | +22.0% | +29.5% |
| 3Y | +164.1% | +65.0% | +99.2% | +141.7% |
| All | +164.1% | +66.2% | +98.0% | +141.7% |
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 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