+723.3%
USB vs AEE
+877.5%
-154.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.6% |
| 7D | +2.4% | +4.7% | -2.3% | -0.1% |
| 30D | +6.6% | +13.4% | -6.9% | -0.3% |
| 3M | -4.1% | +4.1% | -8.2% | -6.2% |
| 6M | +12.5% | +2.0% | +10.4% | +10.8% |
| YTD | +17.6% | +15.6% | +2.0% | +8.0% |
| 1Y | +36.5% | +14.1% | +22.4% | +26.0% |
| 3Y | +95.4% | +57.9% | +37.5% | +49.0% |
| 5Y | +26.1% | +55.3% | -29.2% | -4.7% |
| 10Y | +101.3% | +205.7% | -104.4% | -1.0% |
| All | +723.3% | +877.5% | -154.3% | +82.5% |
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 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