-15.6%
AA vs RUN
-83.2%
+67.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.5% | +1.9% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | -1.3% | +19.5% | -20.8% | -5.1% |
| 3M | -23.9% | -9.6% | -14.3% | -23.2% |
| 6M | -36.8% | -37.3% | +0.5% | -32.4% |
| YTD | -22.2% | -50.7% | +28.5% | -15.9% |
| 1Y | +10.4% | -54.1% | +64.4% | +20.5% |
| 3Y | +72.0% | -3.9% | +75.9% | +30.9% |
| 5Y | -15.6% | -84.4% | +68.8% | -10.0% |
| All | -15.6% | -83.2% | +67.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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