+68.0%
USB vs ALC
+30.3%
+37.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.4% | +2.3% | -0.9% | +0.4% |
| 30D | +6.4% | +15.5% | -9.1% | 0.0% |
| 3M | -4.5% | +0.6% | -5.1% | -5.0% |
| 6M | +11.4% | +18.4% | -7.0% | +2.9% |
| YTD | +17.1% | -5.6% | +22.7% | +18.3% |
| 1Y | +32.6% | 0.0% | +32.5% | +30.3% |
| 3Y | +101.8% | +2.8% | +99.0% | +90.2% |
| 5Y | +25.1% | -8.8% | +33.9% | +22.0% |
| All | +68.0% | +30.3% | +37.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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