+25.5%
USB vs AUR
-54.0%
+79.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.5% | +12.7% | -13.3% | -1.5% |
| 30D | +5.7% | -18.7% | +24.4% | +7.2% |
| 3M | -4.7% | -33.8% | +29.1% | -2.0% |
| 6M | +13.4% | -36.6% | +50.0% | +16.5% |
| YTD | +17.0% | +19.8% | -2.8% | +13.1% |
| 1Y | +32.4% | +8.0% | +24.4% | +28.9% |
| 3Y | +101.7% | +153.4% | -51.8% | +74.5% |
| 5Y | +24.4% | -54.0% | +78.4% | +4.8% |
| All | +25.5% | -54.0% | +79.5% | +5.1% |
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