+91.7%
USB vs AEP
+186.7%
-95.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -2.8% | +2.8% | +1.2% |
| 30D | +5.8% | +3.6% | +2.2% | +4.3% |
| 3M | -6.0% | +1.8% | -7.7% | -6.7% |
| 6M | +7.8% | -3.1% | +10.9% | +8.9% |
| YTD | +14.6% | +12.2% | +2.3% | +8.4% |
| 1Y | +31.8% | +9.1% | +22.6% | +26.0% |
| 3Y | +91.5% | +77.9% | +13.6% | +43.7% |
| 5Y | +22.0% | +78.1% | -56.1% | -10.3% |
| All | +91.7% | +186.7% | -95.0% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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