+41.2%
USB vs AFL
+135.6%
-94.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | -1.3% | -6.2% | +4.9% | +3.0% |
| 3M | +15.2% | +2.2% | +13.1% | +13.1% |
| 6M | +18.8% | +5.3% | +13.6% | +14.0% |
| YTD | +21.0% | +8.0% | +13.1% | +13.9% |
| 1Y | +34.0% | +10.2% | +23.8% | +23.9% |
| 3Y | +95.3% | +67.1% | +28.2% | +25.0% |
| All | +41.2% | +135.6% | -94.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling