+25.7%
USB vs AGG
-1.7%
+27.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.6% | -1.5% | +4.1% | +3.1% |
| 30D | +8.4% | +0.6% | +7.8% | +8.2% |
| 3M | -5.5% | -1.6% | -3.9% | -5.1% |
| 6M | +17.7% | -1.6% | +19.3% | +18.3% |
| YTD | +17.6% | -1.5% | +19.1% | +18.1% |
| 1Y | +33.9% | -1.1% | +35.0% | +34.4% |
| 3Y | +103.8% | +13.6% | +90.2% | +98.3% |
| All | +25.7% | -1.7% | +27.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling