+96.6%
USB vs AEIS
+133.2%
-36.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.1% | +13.1% | +3.9% |
| 7D | +2.4% | -12.7% | +15.1% | +4.6% |
| 30D | +6.6% | -28.8% | +35.4% | +13.0% |
| 3M | -4.1% | -38.0% | +33.9% | +4.0% |
| 6M | +12.5% | -45.3% | +57.8% | +23.5% |
| YTD | +17.6% | +1.1% | +16.5% | +5.4% |
| 1Y | +36.5% | +8.6% | +27.9% | +18.4% |
| All | +96.6% | +133.2% | -36.5% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling