+83.6%
USB vs AEE
+216.2%
-132.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +5.7% | +9.7% | -4.0% | +1.5% |
| 3M | -4.7% | +5.8% | -10.5% | -7.1% |
| 6M | +13.4% | +4.5% | +9.0% | +10.9% |
| YTD | +17.0% | +15.8% | +1.2% | +8.9% |
| 1Y | +32.4% | +10.8% | +21.6% | +25.6% |
| 3Y | +101.7% | +62.8% | +38.9% | +58.1% |
| 5Y | +24.4% | +56.1% | -31.7% | -1.9% |
| 10Y | +83.6% | +216.4% | -132.9% | +35.2% |
| All | +83.6% | +216.2% | -132.7% | +35.2% |
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