+133.7%
AFL vs USHY
+20.9%
+112.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.6% | -0.7% | -1.0% | -1.0% |
| 30D | -4.0% | -0.7% | -3.4% | -3.4% |
| 3M | -0.5% | +0.1% | -0.6% | -0.6% |
| 6M | +6.5% | +1.8% | +4.7% | +4.5% |
| YTD | +6.2% | +1.8% | +4.4% | +4.1% |
| 1Y | +8.3% | +3.3% | +5.0% | +4.5% |
| 3Y | +62.5% | +27.0% | +35.6% | +28.2% |
| All | +133.7% | +20.9% | +112.8% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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