+81.3%
USB vs AFL
+339.8%
-258.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | +2.6% | +2.9% | -0.3% | +0.6% |
| 30D | +8.4% | +8.0% | +0.5% | +2.7% |
| 3M | -5.5% | +5.9% | -11.4% | -9.4% |
| 6M | +17.7% | +11.6% | +6.1% | +8.4% |
| YTD | +17.6% | +17.5% | 0.0% | +4.0% |
| 1Y | +33.9% | +13.3% | +20.6% | +21.5% |
| 3Y | +103.8% | +67.0% | +36.8% | +35.8% |
| 5Y | +25.6% | +150.6% | -125.0% | -37.7% |
| All | +81.3% | +339.8% | -258.5% | -35.2% |
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