+12.4%
AA vs TRU
-36.4%
+48.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.6% | -6.5% | +5.9% | +2.1% |
| 30D | -1.6% | -2.5% | +0.9% | -0.8% |
| 3M | -29.8% | +10.4% | -40.2% | -33.9% |
| 6M | -16.6% | +1.6% | -18.3% | -19.6% |
| YTD | -4.0% | -9.7% | +5.7% | -3.6% |
| 1Y | +63.5% | -17.3% | +80.8% | +70.7% |
| 3Y | +86.8% | -1.8% | +88.6% | +73.4% |
| 5Y | +12.4% | -36.2% | +48.6% | +24.9% |
| All | +12.4% | -36.4% | +48.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling