+25.1%
USB vs AGI
+279.9%
-254.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.1% |
| 7D | +1.4% | +13.9% | -12.5% | +0.9% |
| 30D | +6.4% | -6.2% | +12.7% | +6.6% |
| 3M | -4.5% | -6.9% | +2.5% | -4.3% |
| 6M | +11.4% | -28.7% | +40.1% | +12.4% |
| YTD | +17.1% | -19.8% | +36.9% | +17.4% |
| 1Y | +32.6% | -4.8% | +37.4% | +32.2% |
| 3Y | +101.8% | +144.3% | -42.5% | +90.7% |
| 5Y | +25.1% | +277.2% | -252.1% | +17.6% |
| All | +25.1% | +279.9% | -254.8% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling