+210.4%
URI vs AFL
+134.0%
+76.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.5% |
| 7D | +2.5% | -0.7% | +3.3% | +2.9% |
| 30D | -12.5% | -7.1% | -5.4% | -8.9% |
| 3M | -6.2% | +0.4% | -6.6% | -7.0% |
| 6M | +25.9% | +4.5% | +21.3% | +21.3% |
| YTD | +26.2% | +6.1% | +20.1% | +20.2% |
| 1Y | +5.5% | +10.6% | -5.1% | -2.6% |
| 3Y | +125.0% | +64.0% | +61.0% | +48.1% |
| 5Y | +210.4% | +133.7% | +76.7% | +44.6% |
| All | +210.4% | +134.0% | +76.4% | +44.6% |
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 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