+91.7%
USB vs AFL
+350.1%
-258.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +5.8% | +10.0% | -4.2% | -1.1% |
| 3M | -6.0% | -1.6% | -4.4% | -5.1% |
| 6M | +7.8% | +10.5% | -2.8% | -0.1% |
| YTD | +14.6% | +14.3% | +0.3% | +3.4% |
| 1Y | +31.8% | +11.4% | +20.4% | +21.0% |
| 3Y | +91.5% | +62.4% | +29.1% | +30.1% |
| 5Y | +22.0% | +144.8% | -122.7% | -38.5% |
| All | +91.7% | +350.1% | -258.4% | -32.9% |
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