+746.9%
USB vs AEE
+813.9%
-67.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -1.3% | -2.3% | +1.0% | -0.1% |
| 3M | +15.2% | +0.2% | +15.0% | +14.8% |
| 6M | +18.8% | -4.7% | +23.6% | +21.3% |
| YTD | +21.0% | +8.1% | +12.9% | +15.2% |
| 1Y | +34.0% | +8.5% | +25.5% | +27.0% |
| 3Y | +95.3% | +48.9% | +46.4% | +53.5% |
| 5Y | +40.4% | +39.9% | +0.5% | +12.0% |
| 10Y | +107.3% | +186.5% | -79.2% | +5.3% |
| All | +746.9% | +813.9% | -67.0% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling