+83.6%
USB vs AEP
+206.3%
-122.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -0.5% | +0.7% | -1.3% | -0.8% |
| 30D | +5.7% | +4.8% | +0.9% | +3.7% |
| 3M | -4.7% | +5.4% | -10.1% | -6.8% |
| 6M | +13.4% | +0.4% | +13.0% | +13.0% |
| YTD | +17.0% | +15.5% | +1.5% | +9.4% |
| 1Y | +32.4% | +8.5% | +23.9% | +26.9% |
| 3Y | +101.7% | +84.6% | +17.1% | +48.3% |
| 5Y | +24.4% | +86.9% | -62.5% | -11.0% |
| 10Y | +83.6% | +205.1% | -121.6% | +37.4% |
| All | +83.6% | +206.3% | -122.7% | +37.4% |
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