+8,438.8%
USB vs AA
+295.2%
+8,143.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -1.3% | +5.0% | -6.3% | -3.1% |
| 3M | +15.2% | -35.8% | +51.1% | +28.6% |
| 6M | +18.8% | -18.4% | +37.2% | +22.2% |
| YTD | +21.0% | -5.5% | +26.5% | +18.3% |
| 1Y | +34.0% | +61.0% | -26.9% | +10.9% |
| 3Y | +95.3% | +66.2% | +29.1% | +50.9% |
| 5Y | +40.4% | +11.4% | +29.0% | +10.9% |
| 10Y | +107.3% | +116.9% | -9.6% | +10.7% |
| All | +8,438.8% | +295.2% | +8,143.7% | +3,173.6% |
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 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