+79.8%
USB vs AFL
+336.0%
-256.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.0% |
| 30D | +6.3% | +8.6% | -2.4% | +0.2% |
| 3M | -6.1% | +5.3% | -11.4% | -9.6% |
| 6M | +13.0% | +10.0% | +3.0% | +5.2% |
| YTD | +16.6% | +16.5% | 0.0% | +3.8% |
| 1Y | +31.1% | +12.7% | +18.4% | +19.4% |
| 3Y | +100.9% | +65.5% | +35.4% | +34.8% |
| 5Y | +24.5% | +148.5% | -124.0% | -37.9% |
| All | +79.8% | +336.0% | -256.2% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling