+91.7%
USB vs AEE
+202.7%
-111.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +2.1% | -2.1% | -0.9% |
| 30D | +5.8% | +11.4% | -5.5% | +1.0% |
| 3M | -6.0% | +5.0% | -10.9% | -8.0% |
| 6M | +7.8% | +4.4% | +3.3% | +5.5% |
| YTD | +14.6% | +15.4% | -0.8% | +7.0% |
| 1Y | +31.8% | +13.8% | +18.0% | +23.6% |
| 3Y | +91.5% | +58.0% | +33.5% | +52.9% |
| 5Y | +22.0% | +52.9% | -30.9% | -2.5% |
| All | +91.7% | +202.7% | -111.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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