+108.7%
USB vs ACM
+127.0%
-18.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | -3.7% | +5.2% | +3.4% |
| 30D | -1.3% | -11.1% | +9.8% | +3.8% |
| 3M | +15.2% | -8.0% | +23.2% | +18.4% |
| 6M | +18.8% | -29.7% | +48.5% | +39.8% |
| YTD | +21.0% | -29.4% | +50.4% | +40.8% |
| 1Y | +34.0% | -46.4% | +80.4% | +79.7% |
| 3Y | +95.3% | -22.3% | +117.7% | +110.6% |
| 5Y | +40.4% | +4.5% | +35.9% | +26.3% |
| All | +108.7% | +127.0% | -18.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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