+92.7%
USB vs AME
+429.3%
-336.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | +2.0% |
| 7D | -1.5% | -11.4% | +10.0% | +6.8% |
| 30D | +4.3% | -12.1% | +16.4% | +13.4% |
| 3M | -6.1% | -12.3% | +6.3% | +2.1% |
| 6M | +9.4% | -4.6% | +14.0% | +11.2% |
| YTD | +15.2% | +9.1% | +6.1% | +5.4% |
| 1Y | +32.8% | +13.3% | +19.5% | +18.1% |
| 3Y | +91.3% | +58.2% | +33.1% | +29.7% |
| 5Y | +22.7% | +63.4% | -40.8% | -19.9% |
| All | +92.7% | +429.3% | -336.6% | -39.5% |
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