+89.2%
USB vs AGI
+349.0%
-259.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.6% |
| 7D | +0.8% | +17.4% | -16.6% | +1.0% |
| 30D | +6.8% | -0.9% | +7.7% | +6.8% |
| 3M | -3.8% | -1.6% | -2.2% | -3.8% |
| 6M | +11.7% | -24.7% | +36.4% | +11.3% |
| YTD | +17.5% | -15.3% | +32.7% | +17.4% |
| 1Y | +33.8% | +5.5% | +28.3% | +34.4% |
| 3Y | +104.2% | +154.5% | -50.3% | +109.6% |
| 5Y | +26.4% | +310.6% | -284.2% | +32.4% |
| 10Y | +89.2% | +362.7% | -273.5% | +110.7% |
| All | +89.2% | +349.0% | -259.8% | +110.7% |
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