+31.8%
USB vs AEE
+12.9%
+18.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +2.1% | -2.1% | -0.4% |
| 30D | +5.8% | +11.4% | -5.5% | +3.8% |
| 3M | -6.0% | +5.0% | -10.9% | -7.0% |
| 6M | +7.8% | +4.4% | +3.3% | +6.3% |
| YTD | +14.6% | +15.4% | -0.8% | +13.5% |
| 1Y | +31.8% | +13.8% | +18.0% | +30.5% |
| All | +31.8% | +12.9% | +18.9% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling