+83.6%
USB vs AGG
+16.8%
+66.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.5% | -0.6% | 0.0% | -0.6% |
| 30D | +5.7% | +1.6% | +4.1% | +5.8% |
| 3M | -4.7% | -0.5% | -4.2% | -4.7% |
| 6M | +13.4% | -1.1% | +14.5% | +13.3% |
| YTD | +17.0% | -0.7% | +17.7% | +16.9% |
| 1Y | +32.4% | -0.7% | +33.0% | +32.3% |
| 3Y | +101.7% | +14.5% | +87.2% | +105.6% |
| 5Y | +24.4% | -0.9% | +25.4% | +14.6% |
| 10Y | +83.6% | +17.1% | +66.5% | +134.7% |
| All | +83.6% | +16.8% | +66.7% | +134.7% |
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