+22.0%
USB vs AGI
+310.5%
-288.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | 0.0% | +16.0% | -16.0% | -0.6% |
| 30D | +5.8% | +1.0% | +4.9% | +5.7% |
| 3M | -6.0% | +2.5% | -8.4% | -6.2% |
| 6M | +7.8% | -24.0% | +31.8% | +8.5% |
| YTD | +14.6% | -17.2% | +31.8% | +14.7% |
| 1Y | +31.8% | +4.9% | +26.9% | +31.0% |
| 3Y | +91.5% | +142.6% | -51.1% | +81.1% |
| All | +22.0% | +310.5% | -288.5% | +15.6% |
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