+8,438.8%
USB vs AEP
+2,223.4%
+6,215.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 1Y | +34.0% | +18.2% | +15.9% | +24.1% |
| 3Y | +95.3% | +79.0% | +16.4% | +50.6% |
| 5Y | +40.4% | +64.8% | -24.5% | +10.5% |
| 10Y | +107.3% | +170.8% | -63.5% | +32.0% |
| All | +8,438.8% | +2,223.4% | +6,215.4% | +2,503.6% |
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