+431.1%
USB vs AGG
+97.3%
+333.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -1.9% |
| 7D | -1.5% | +0.5% | -2.0% | -1.2% |
| 30D | +4.3% | +2.4% | +1.9% | +5.9% |
| 3M | -6.1% | -0.8% | -5.3% | -6.6% |
| 6M | +9.4% | -0.8% | +10.2% | +8.7% |
| YTD | +15.2% | -0.6% | +15.8% | +14.5% |
| 1Y | +32.8% | 0.0% | +32.7% | +32.6% |
| 3Y | +91.3% | +14.4% | +76.9% | +110.6% |
| 5Y | +22.7% | -1.6% | +24.2% | +15.1% |
| 10Y | +97.0% | +15.1% | +82.0% | +124.5% |
| All | +431.1% | +97.3% | +333.8% | +785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling