+105.9%
USB vs AGI
+373.6%
-267.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | +2.1% | +4.4% | -2.3% | +2.2% |
| 30D | -2.3% | +10.0% | -12.2% | -2.1% |
| 3M | +13.9% | +1.7% | +12.1% | +13.9% |
| 6M | +21.6% | -26.8% | +48.4% | +21.1% |
| YTD | +19.3% | -5.3% | +24.7% | +19.5% |
| 1Y | +33.6% | +11.5% | +22.1% | +34.2% |
| 3Y | +97.7% | +212.9% | -115.2% | +103.2% |
| 5Y | +40.4% | +388.8% | -348.3% | +47.1% |
| 10Y | +105.9% | +383.6% | -277.6% | +127.4% |
| All | +105.9% | +373.6% | -267.6% | +127.4% |
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