+8,026.5%
USB vs AEP
+2,265.8%
+5,760.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | -1.5% | -2.0% | +0.5% | -0.7% |
| 30D | +4.3% | +4.2% | +0.1% | +2.6% |
| 3M | -6.1% | +1.0% | -7.1% | -6.5% |
| 6M | +9.4% | -6.1% | +15.5% | +11.9% |
| YTD | +15.2% | +12.5% | +2.7% | +9.2% |
| 1Y | +32.8% | +9.1% | +23.6% | +27.2% |
| 3Y | +91.3% | +77.2% | +14.1% | +48.2% |
| 5Y | +22.7% | +78.4% | -55.8% | -6.5% |
| 10Y | +97.0% | +188.3% | -91.3% | +22.5% |
| All | +8,026.5% | +2,265.8% | +5,760.8% | +2,358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling