+32.6%
USB vs AEM
+16.4%
+16.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +0.1% |
| 7D | +1.4% | +13.9% | -12.4% | +0.4% |
| 30D | +6.4% | +0.8% | +5.7% | +6.1% |
| 3M | -4.5% | +5.8% | -10.2% | -5.2% |
| 6M | +11.4% | -1.0% | +12.3% | +11.0% |
| YTD | +17.1% | +13.1% | +4.0% | +12.7% |
| 1Y | +32.6% | +14.4% | +18.2% | +27.6% |
| All | +32.6% | +16.4% | +16.1% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling