+20.2%
USB vs AAOX
-92.4%
+112.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.9% | -6.4% | +2.6% |
| 7D | +0.8% | -35.9% | +36.6% | +0.5% |
| 30D | +6.8% | -81.6% | +88.4% | +5.6% |
| 3M | -3.8% | -90.3% | +86.6% | -5.0% |
| 6M | +11.7% | -95.7% | +107.4% | +9.9% |
| All | +20.2% | -92.4% | +112.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 5y: compounded portfolio wealth divided by compounded AAOX 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…
5y analysis · Full analysis span regression · 6 months rolling