+199.3%
URI vs AFL
+148.4%
+50.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +5.9% | +6.4% |
| 7D | -4.0% | +0.5% | -4.5% | -4.4% |
| 30D | +6.8% | +9.3% | -2.5% | +1.5% |
| 3M | -2.8% | +1.0% | -3.8% | -3.6% |
| 6M | +20.9% | +11.8% | +9.0% | +12.2% |
| YTD | +40.2% | +15.3% | +24.9% | +27.3% |
| 1Y | +34.1% | +12.1% | +22.0% | +23.8% |
| 3Y | +164.1% | +65.0% | +99.2% | +77.1% |
| 5Y | +199.3% | +149.1% | +50.2% | +30.0% |
| All | +199.3% | +148.4% | +50.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling