+4.9%
AA vs TRU
+0.8%
+4.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -0.6% | +21.3% | -21.9% | +0.2% |
| 3M | -19.7% | +0.2% | -19.9% | -19.9% |
| 6M | -41.6% | +22.4% | -64.0% | -40.6% |
| YTD | -24.6% | -4.8% | -19.8% | -23.0% |
| 1Y | +4.9% | -0.2% | +5.1% | +4.5% |
| All | +4.9% | +0.8% | +4.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling