+22.0%
USB vs AUR
-56.9%
+78.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -9.9% | -1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +5.8% | -22.9% | +28.7% | +7.8% |
| 3M | -6.0% | -35.0% | +29.0% | -3.1% |
| 6M | +7.8% | -39.3% | +47.1% | +11.1% |
| YTD | +14.6% | +14.8% | -0.3% | +11.2% |
| 1Y | +31.8% | +4.3% | +27.5% | +28.7% |
| 3Y | +91.5% | +125.0% | -33.5% | +67.3% |
| All | +22.0% | -56.9% | +78.9% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling