+6,893.4%
URI vs AFL
+3,083.1%
+3,810.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -12.9% | -6.2% | -6.8% | -10.0% |
| 3M | -6.7% | +2.2% | -8.9% | -8.3% |
| 6M | +19.0% | +5.3% | +13.7% | +14.9% |
| YTD | +25.5% | +8.0% | +17.6% | +19.3% |
| 1Y | +5.5% | +10.2% | -4.7% | -1.1% |
| 3Y | +111.3% | +67.1% | +44.2% | +55.3% |
| 5Y | +198.6% | +135.6% | +63.0% | +83.5% |
| 10Y | +1,179.9% | +299.4% | +880.5% | +510.3% |
| All | +6,893.4% | +3,083.1% | +3,810.3% | +1,583.4% |
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