+92.7%
USB vs AEIS
+296.2%
-203.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.2% | +10.1% | +1.2% |
| 7D | -1.5% | -22.6% | +21.1% | +4.7% |
| 30D | +4.3% | -38.7% | +43.0% | +17.4% |
| 3M | -6.1% | -43.6% | +37.5% | +7.2% |
| 6M | +9.4% | -46.2% | +55.6% | +23.2% |
| YTD | +15.2% | -11.2% | +26.4% | +8.5% |
| 1Y | +32.8% | -17.7% | +50.4% | +27.7% |
| 3Y | +91.3% | +104.1% | -12.8% | +31.4% |
| 5Y | +22.7% | +98.5% | -75.9% | -17.4% |
| All | +92.7% | +296.2% | -203.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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