+91.7%
USB vs AGI
+352.5%
-260.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.5% |
| 7D | 0.0% | +16.0% | -16.0% | +0.2% |
| 30D | +5.8% | +1.0% | +4.9% | +5.8% |
| 3M | -6.0% | +2.5% | -8.4% | -5.9% |
| 6M | +7.8% | -24.0% | +31.8% | +7.4% |
| YTD | +14.6% | -17.2% | +31.8% | +14.5% |
| 1Y | +31.8% | +4.9% | +26.9% | +32.4% |
| 3Y | +91.5% | +142.6% | -51.1% | +96.1% |
| 5Y | +22.0% | +315.2% | -293.1% | +27.8% |
| All | +91.7% | +352.5% | -260.8% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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