+22.7%
USB vs ACM
+1.8%
+20.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.1% |
| 7D | -1.5% | +5.1% | -6.5% | -3.6% |
| 30D | +4.3% | +11.5% | -7.2% | -0.6% |
| 3M | -6.1% | -10.5% | +4.4% | -2.1% |
| 6M | +9.4% | -20.4% | +29.8% | +19.9% |
| YTD | +15.2% | -28.9% | +44.0% | +32.6% |
| 1Y | +32.8% | -48.7% | +81.5% | +83.0% |
| 3Y | +91.3% | -12.5% | +103.8% | +86.2% |
| 5Y | +22.7% | +0.5% | +22.1% | +10.1% |
| All | +22.7% | +1.8% | +20.8% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling