+32.8%
USB vs AA
+9.1%
+23.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.7% |
| 7D | -1.5% | -3.7% | +2.2% | -1.2% |
| 30D | +4.3% | -10.8% | +15.1% | +5.0% |
| 3M | -6.1% | -19.1% | +13.0% | -5.1% |
| 6M | +9.4% | -38.7% | +48.1% | +12.1% |
| YTD | +15.2% | -27.1% | +42.3% | +13.0% |
| 1Y | +32.8% | +8.3% | +24.4% | +20.6% |
| All | +32.8% | +9.1% | +23.7% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling