+112.2%
USO vs AFL
+9.8%
+102.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.1% |
| 7D | +9.1% | -1.6% | +10.8% | +9.0% |
| 30D | +21.7% | -4.0% | +25.7% | +21.4% |
| 3M | +20.2% | -0.5% | +20.7% | +20.0% |
| 6M | +43.4% | +6.5% | +36.8% | +45.3% |
| YTD | +124.0% | +6.2% | +117.8% | +126.1% |
| 1Y | +112.2% | +8.3% | +103.9% | +114.0% |
| All | +112.2% | +9.8% | +102.4% | +114.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling