+22.7%
USB vs AEM
+302.8%
-280.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.3% |
| 7D | -1.5% | +7.5% | -8.9% | -1.9% |
| 30D | +4.3% | +1.6% | +2.7% | +4.1% |
| 3M | -6.1% | +14.5% | -20.6% | -7.0% |
| 6M | +9.4% | +6.6% | +2.8% | +8.6% |
| YTD | +15.2% | +12.2% | +2.9% | +13.7% |
| 1Y | +32.8% | +19.4% | +13.3% | +30.6% |
| 3Y | +91.3% | +302.1% | -210.8% | +71.2% |
| 5Y | +22.7% | +295.7% | -273.0% | +10.4% |
| All | +22.7% | +302.8% | -280.1% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling