+91.7%
USB vs AG
+89.9%
+1.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | 0.0% | +6.3% | -6.3% | -0.2% |
| 30D | +5.8% | -8.9% | +14.8% | +6.1% |
| 3M | -6.0% | -12.2% | +6.2% | -5.7% |
| 6M | +7.8% | -28.3% | +36.1% | +8.5% |
| YTD | +14.6% | -8.8% | +23.4% | +14.2% |
| 1Y | +31.8% | +39.4% | -7.6% | +29.7% |
| 3Y | +91.5% | +229.4% | -137.9% | +82.3% |
| 5Y | +22.0% | +14.5% | +7.5% | +18.0% |
| All | +91.7% | +89.9% | +1.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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