+9.4%
USB vs AFL
+12.6%
-3.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.4% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | +4.3% | +11.1% | -6.8% | 0.0% |
| 3M | -6.1% | +1.0% | -7.1% | -7.1% |
| 6M | +9.4% | +11.4% | -2.0% | +5.1% |
| All | +9.4% | +12.6% | -3.2% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling