+73.7%
USB vs ALC
+24.0%
+49.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | +1.4% | -2.1% | +3.5% | +2.3% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | +15.2% | +5.9% | +9.4% | +12.0% |
| 6M | +18.8% | -15.9% | +34.8% | +26.8% |
| YTD | +21.0% | -10.1% | +31.1% | +25.1% |
| 1Y | +34.0% | -10.2% | +44.2% | +38.2% |
| 3Y | +95.3% | -13.6% | +108.9% | +99.9% |
| 5Y | +40.4% | -15.1% | +55.5% | +41.4% |
| All | +73.7% | +24.0% | +49.6% | +32.3% |
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