+12.4%
AA vs RUN
-80.3%
+92.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.1% |
| 7D | -0.6% | -1.8% | +1.2% | -0.3% |
| 30D | -1.6% | -10.8% | +9.3% | +0.4% |
| 3M | -29.8% | -30.2% | +0.4% | -25.7% |
| 6M | -16.6% | -22.3% | +5.7% | -14.0% |
| YTD | -4.0% | -52.2% | +48.1% | +5.0% |
| 1Y | +63.5% | -45.1% | +108.6% | +72.7% |
| 3Y | +86.8% | -37.1% | +123.9% | +56.3% |
| 5Y | +12.4% | -80.3% | +92.6% | +11.9% |
| All | +12.4% | -80.3% | +92.6% | +11.9% |
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