+89.2%
USB vs AFL
+348.2%
-259.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +6.8% | +9.3% | -2.5% | +0.2% |
| 3M | -3.8% | +1.0% | -4.8% | -4.6% |
| 6M | +11.7% | +11.8% | -0.1% | +2.7% |
| YTD | +17.5% | +15.3% | +2.2% | +5.4% |
| 1Y | +33.8% | +12.1% | +21.7% | +22.3% |
| 3Y | +104.2% | +65.0% | +39.3% | +37.3% |
| 5Y | +26.4% | +149.1% | -122.7% | -37.0% |
| 10Y | +89.2% | +340.9% | -251.7% | -32.0% |
| All | +89.2% | +348.2% | -259.0% | -32.0% |
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