+91.7%
USB vs AGG
+15.5%
+76.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +5.8% | +2.4% | +3.5% | +5.9% |
| 3M | -6.0% | -0.2% | -5.8% | -6.0% |
| 6M | +7.8% | -1.0% | +8.7% | +7.6% |
| YTD | +14.6% | -0.4% | +15.0% | +14.5% |
| 1Y | +31.8% | -0.1% | +31.8% | +31.7% |
| 3Y | +91.5% | +15.3% | +76.3% | +95.9% |
| 5Y | +22.0% | -1.3% | +23.4% | +11.7% |
| All | +91.7% | +15.5% | +76.2% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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