+43.7%
USO vs AFL
+5.3%
+38.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +6.2% | -2.1% | +8.4% | +6.3% |
| 30D | +19.1% | -5.4% | +24.5% | +19.3% |
| 3M | +14.2% | -0.3% | +14.5% | +12.9% |
| 6M | +43.7% | +5.2% | +38.5% | +48.7% |
| All | +43.7% | +5.3% | +38.5% | +48.7% |
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