+128.1%
AA vs RUN
-31.9%
+160.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | +1.3% | -1.9% | -1.0% |
| 30D | +5.0% | -15.3% | +20.2% | +8.2% |
| 3M | -35.8% | -40.0% | +4.2% | -29.6% |
| 6M | -18.4% | -27.0% | +8.6% | -14.6% |
| YTD | -5.5% | -51.7% | +46.2% | +4.1% |
| 1Y | +61.0% | -45.9% | +106.9% | +71.1% |
| 3Y | +66.2% | -43.8% | +110.0% | +42.1% |
| 5Y | +11.4% | -80.5% | +91.9% | +8.0% |
| 10Y | +116.9% | +45.3% | +71.6% | +23.9% |
| All | +128.1% | -31.9% | +160.0% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling