+81.3%
USB vs AGI
+389.5%
-308.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | +2.6% | -10.1% | +12.7% | +2.5% |
| 30D | +8.4% | -6.5% | +14.9% | +8.3% |
| 3M | -5.5% | -12.8% | +7.3% | -5.7% |
| 6M | +17.7% | -34.3% | +52.0% | +17.1% |
| YTD | +17.6% | -25.6% | +43.2% | +17.4% |
| 1Y | +33.9% | -14.2% | +48.1% | +34.1% |
| 3Y | +103.8% | +127.3% | -23.5% | +108.8% |
| 5Y | +25.6% | +241.8% | -216.2% | +30.9% |
| All | +81.3% | +389.5% | -308.2% | +103.3% |
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