+108.7%
USB vs AEP
+169.7%
-61.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | +1.8% | -0.3% | +0.7% |
| 30D | -1.3% | -0.8% | -0.5% | -1.0% |
| 3M | +15.2% | -1.8% | +17.1% | +15.9% |
| 6M | +18.8% | -5.4% | +24.2% | +21.1% |
| YTD | +21.0% | +10.4% | +10.6% | +15.4% |
| 1Y | +34.0% | +18.2% | +15.9% | +23.6% |
| 3Y | +95.3% | +79.0% | +16.4% | +46.3% |
| 5Y | +40.4% | +64.8% | -24.5% | +7.3% |
| All | +108.7% | +169.7% | -61.0% | +57.1% |
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