+91.7%
USB vs AME
+442.8%
-351.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -2.3% |
| 7D | 0.0% | -5.2% | +5.2% | +3.3% |
| 30D | +5.8% | -8.0% | +13.9% | +11.4% |
| 3M | -6.0% | -8.9% | +2.9% | -0.6% |
| 6M | +7.8% | -5.0% | +12.8% | +9.8% |
| YTD | +14.6% | +11.9% | +2.7% | +3.0% |
| 1Y | +31.8% | +16.6% | +15.1% | +14.8% |
| 3Y | +91.5% | +62.5% | +29.0% | +27.4% |
| 5Y | +22.0% | +67.6% | -45.6% | -21.7% |
| All | +91.7% | +442.8% | -351.1% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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