+41.6%
AA vs TRU
+183.1%
-141.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | 0.0% | +0.5% | +0.6% |
| 30D | -0.6% | +21.3% | -21.9% | -11.1% |
| 3M | -19.7% | +0.2% | -19.9% | -21.2% |
| 6M | -41.6% | +22.4% | -64.0% | -49.6% |
| YTD | -24.6% | -4.8% | -19.8% | -27.9% |
| 1Y | +4.9% | -0.2% | +5.1% | -2.5% |
| 3Y | +66.8% | +57.9% | +8.9% | +11.7% |
| 5Y | -19.4% | -26.1% | +6.7% | -17.2% |
| All | +41.6% | +183.1% | -141.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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