+98.3%
USB vs AEIS
+142.1%
-43.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | +1.4% | +3.0% | -1.5% | +0.8% |
| 30D | -1.3% | -14.6% | +13.3% | +1.9% |
| 3M | +15.2% | -12.4% | +27.7% | +15.8% |
| 6M | +18.8% | -15.0% | +33.8% | +18.5% |
| YTD | +21.0% | +34.3% | -13.3% | +3.3% |
| 1Y | +34.0% | +87.4% | -53.4% | -0.2% |
| All | +98.3% | +142.1% | -43.9% | +17.2% |
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