+33.0%
USB vs AME
+21.9%
+11.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.2% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | +6.8% | -4.2% | +10.9% | +8.0% |
| 3M | -3.8% | -5.9% | +2.2% | -2.0% |
| 6M | +11.7% | +2.8% | +8.9% | +9.2% |
| YTD | +17.5% | +16.6% | +0.9% | +4.0% |
| All | +33.0% | +21.9% | +11.2% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling