-72.4%
USO vs AFL
+724.0%
-796.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +6.2% | -2.1% | +8.4% | +6.9% |
| 30D | +19.1% | -5.4% | +24.5% | +20.9% |
| 3M | +14.2% | -0.3% | +14.5% | +14.1% |
| 6M | +43.7% | +5.2% | +38.5% | +41.2% |
| YTD | +116.8% | +5.7% | +111.2% | +112.4% |
| 1Y | +104.3% | +10.2% | +94.1% | +97.4% |
| 3Y | +91.5% | +63.4% | +28.1% | +61.9% |
| 5Y | +214.1% | +133.0% | +81.1% | +136.4% |
| 10Y | +77.0% | +299.5% | -222.5% | +11.5% |
| All | -72.4% | +724.0% | -796.5% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling