+121.8%
USB vs ACI
+34.0%
+87.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +6.4% | +9.5% | -3.1% | +5.6% |
| 3M | -4.5% | +10.1% | -14.6% | -5.3% |
| 6M | +11.4% | -15.4% | +26.8% | +12.4% |
| YTD | +17.1% | -19.5% | +36.6% | +18.4% |
| 1Y | +32.6% | -21.0% | +53.6% | +34.3% |
| 3Y | +101.8% | -31.2% | +133.0% | +106.1% |
| 5Y | +25.1% | -40.6% | +65.7% | +27.8% |
| All | +121.8% | +34.0% | +87.8% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling