+91.7%
USB vs AEM
+361.1%
-269.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | 0.0% | +15.8% | -15.8% | 0.0% |
| 30D | +5.8% | +6.2% | -0.4% | +5.8% |
| 3M | -6.0% | +14.3% | -20.3% | -6.0% |
| 6M | +7.8% | +1.4% | +6.4% | +7.7% |
| YTD | +14.6% | +13.7% | +0.9% | +14.7% |
| 1Y | +31.8% | +21.3% | +10.5% | +32.0% |
| 3Y | +91.5% | +309.9% | -218.4% | +95.1% |
| 5Y | +22.0% | +301.0% | -278.9% | +24.7% |
| All | +91.7% | +361.1% | -269.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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