+31.8%
USB vs ACI
-23.4%
+55.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +5.8% | +10.3% | -4.5% | +5.5% |
| 3M | -6.0% | +7.2% | -13.2% | -6.1% |
| 6M | +7.8% | -18.0% | +25.8% | +7.4% |
| YTD | +14.6% | -22.0% | +36.6% | +12.6% |
| 1Y | +31.8% | -23.4% | +55.1% | +29.9% |
| All | +31.8% | -23.4% | +55.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling