+8,200.6%
USB vs AA
+221.7%
+7,978.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.1% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | +6.6% | -6.4% | +13.0% | +8.4% |
| 3M | -4.1% | -13.0% | +8.9% | -1.0% |
| 6M | +12.5% | -34.6% | +47.1% | +23.8% |
| YTD | +17.6% | -23.0% | +40.7% | +21.4% |
| 1Y | +36.5% | +16.0% | +20.5% | +24.6% |
| 3Y | +95.4% | +58.0% | +37.4% | +53.1% |
| 5Y | +26.1% | -7.9% | +34.0% | +5.8% |
| 10Y | +101.3% | +69.9% | +31.4% | +15.4% |
| All | +8,200.6% | +221.7% | +7,978.9% | +3,259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling