+122.8%
USB vs ACI
+39.5%
+83.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.6% |
| 7D | +2.4% | +4.5% | -2.1% | +2.0% |
| 30D | +6.6% | +20.9% | -14.3% | +4.9% |
| 3M | -4.1% | +15.2% | -19.3% | -5.3% |
| 6M | +12.5% | -13.3% | +25.8% | +13.3% |
| YTD | +17.6% | -16.2% | +33.8% | +18.5% |
| 1Y | +36.5% | -16.9% | +53.4% | +37.6% |
| 3Y | +95.4% | -30.8% | +126.2% | +99.4% |
| 5Y | +26.1% | -39.4% | +65.5% | +28.4% |
| All | +122.8% | +39.5% | +83.3% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling