+26.0%
USB vs AUR
-53.5%
+79.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +2.1% |
| 7D | +0.8% | +9.9% | -9.2% | -0.1% |
| 30D | +6.8% | -20.2% | +27.0% | +8.5% |
| 3M | -3.8% | -34.1% | +30.4% | -1.0% |
| 6M | +11.7% | -34.3% | +46.1% | +14.4% |
| YTD | +17.5% | +21.1% | -3.6% | +13.5% |
| 1Y | +33.8% | +7.6% | +26.1% | +30.3% |
| 3Y | +104.2% | +159.8% | -55.5% | +76.4% |
| 5Y | +26.4% | -53.9% | +80.3% | +6.6% |
| All | +26.0% | -53.5% | +79.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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