+86.6%
AA vs TRU
-1.4%
+88.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.4% |
| 7D | +1.7% | -7.2% | +8.8% | +4.0% |
| 30D | +3.3% | -2.8% | +6.1% | +4.0% |
| 3M | -29.4% | +13.0% | -42.4% | -33.1% |
| 6M | -12.8% | +0.7% | -13.5% | -14.6% |
| YTD | -2.1% | -9.0% | +6.9% | -1.4% |
| 1Y | +62.8% | -16.3% | +79.1% | +69.5% |
| All | +86.6% | -1.4% | +88.0% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling