+108.7%
USB vs AU
+684.3%
-575.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.3% |
| 7D | +1.4% | -3.6% | +5.1% | +1.4% |
| 30D | -1.3% | +23.9% | -25.2% | -1.2% |
| 3M | +15.2% | +19.1% | -3.8% | +15.4% |
| 6M | +18.8% | -0.2% | +19.0% | +18.8% |
| YTD | +21.0% | +32.5% | -11.4% | +21.4% |
| 1Y | +34.0% | +96.9% | -62.9% | +35.2% |
| 3Y | +95.3% | +614.7% | -519.4% | +101.7% |
| 5Y | +40.4% | +647.7% | -607.3% | +45.5% |
| All | +108.7% | +684.3% | -575.5% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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