+17.9%
USB vs AAOX
-93.8%
+111.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -41.8% | +39.7% | -2.4% |
| 7D | -1.5% | -68.8% | +67.4% | -2.3% |
| 30D | +4.3% | -89.7% | +94.0% | +2.8% |
| 3M | -6.1% | -91.4% | +85.3% | -7.3% |
| 6M | +9.4% | -97.7% | +107.1% | +7.5% |
| All | +17.9% | -93.8% | +111.6% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling