+22.7%
USB vs ALC
-8.7%
+31.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -1.5% | +7.6% | -9.1% | -4.0% |
| 30D | +4.3% | +21.1% | -16.8% | -2.4% |
| 3M | -6.1% | +8.5% | -14.5% | -8.9% |
| 6M | +9.4% | +2.8% | +6.6% | +7.4% |
| YTD | +15.2% | -2.4% | +17.6% | +14.9% |
| 1Y | +32.8% | +3.5% | +29.3% | +29.5% |
| 3Y | +91.3% | +4.2% | +87.1% | +82.3% |
| 5Y | +22.7% | -9.0% | +31.6% | +14.5% |
| All | +22.7% | -8.7% | +31.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling