+84.9%
USB vs AA
+45.1%
+39.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.7% |
| 7D | +1.4% | +1.2% | +0.2% | +1.1% |
| 30D | +6.4% | -5.0% | +11.4% | +7.6% |
| 3M | -4.5% | -22.2% | +17.7% | +0.9% |
| 6M | +11.4% | -36.3% | +47.7% | +22.0% |
| YTD | +17.1% | -24.2% | +41.3% | +20.6% |
| 1Y | +32.6% | +3.9% | +28.7% | +25.2% |
| 3Y | +101.8% | +67.6% | +34.3% | +58.2% |
| 5Y | +25.1% | -8.8% | +34.0% | +5.6% |
| 10Y | +84.9% | +45.0% | +39.9% | +0.3% |
| All | +84.9% | +45.1% | +39.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling