+12.5%
USB vs AEIS
-46.4%
+58.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.1% | +13.1% | +1.9% |
| 7D | +2.4% | -12.7% | +15.1% | +2.5% |
| 30D | +6.6% | -28.8% | +35.4% | +7.1% |
| 3M | -4.1% | -38.0% | +33.9% | -3.2% |
| 6M | +12.5% | -45.3% | +57.8% | +14.3% |
| All | +12.5% | -46.4% | +58.9% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling