+22.7%
USB vs AEP
+79.9%
-57.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -1.5% | -2.0% | +0.5% | -0.9% |
| 30D | +4.3% | +4.2% | +0.1% | +3.1% |
| 3M | -6.1% | +1.0% | -7.1% | -6.4% |
| 6M | +9.4% | -6.1% | +15.5% | +11.1% |
| YTD | +15.2% | +12.5% | +2.7% | +10.8% |
| 1Y | +32.8% | +9.1% | +23.6% | +28.6% |
| 3Y | +91.3% | +77.2% | +14.1% | +52.4% |
| 5Y | +22.7% | +78.4% | -55.8% | -4.0% |
| All | +22.7% | +79.9% | -57.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling