+8,026.5%
USB vs AA
+204.6%
+7,821.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -0.6% |
| 7D | -1.5% | -3.7% | +2.2% | -0.4% |
| 30D | +4.3% | -10.8% | +15.1% | +7.5% |
| 3M | -6.1% | -19.1% | +13.0% | -1.1% |
| 6M | +9.4% | -38.7% | +48.1% | +22.6% |
| YTD | +15.2% | -27.1% | +42.3% | +20.7% |
| 1Y | +32.8% | +8.3% | +24.4% | +23.5% |
| 3Y | +91.3% | +49.6% | +41.7% | +52.2% |
| 5Y | +22.7% | -15.5% | +38.1% | +5.4% |
| 10Y | +97.0% | +60.9% | +36.2% | +14.7% |
| All | +8,026.5% | +204.6% | +7,821.9% | +3,239.2% |
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