+92.5%
USB vs AEM
+305.8%
-213.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.3% |
| 7D | -1.5% | +7.5% | -8.9% | -2.0% |
| 30D | +4.3% | +1.6% | +2.7% | +4.0% |
| 3M | -6.1% | +14.5% | -20.6% | -7.1% |
| 6M | +9.4% | +6.6% | +2.8% | +8.5% |
| YTD | +15.2% | +12.2% | +2.9% | +13.3% |
| 1Y | +32.8% | +19.4% | +13.3% | +30.1% |
| All | +92.5% | +305.8% | -213.4% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling