+7,883.4%
URI vs AFL
+3,352.0%
+4,531.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +2.6% | +1.4% | +1.1% | +1.8% |
| 30D | +9.1% | +9.7% | -0.6% | +3.7% |
| 3M | +1.0% | +5.5% | -4.5% | -2.1% |
| 6M | +23.3% | +11.2% | +12.1% | +15.7% |
| YTD | +43.3% | +17.1% | +26.2% | +30.3% |
| 1Y | +35.9% | +14.0% | +21.9% | +25.2% |
| 3Y | +158.6% | +66.3% | +92.4% | +90.2% |
| 5Y | +213.1% | +152.7% | +60.4% | +85.1% |
| 10Y | +1,213.1% | +341.3% | +871.7% | +492.4% |
| All | +7,883.4% | +3,352.0% | +4,531.4% | +1,737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling