-18.0%
AA vs TRU
-25.2%
+7.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +5.3% | -2.2% | +7.5% | +6.2% |
| 30D | -2.3% | +20.2% | -22.4% | -10.2% |
| 3M | -20.8% | +2.2% | -23.1% | -22.6% |
| 6M | -39.8% | +17.6% | -57.4% | -45.5% |
| YTD | -23.3% | -5.0% | -18.3% | -25.3% |
| 1Y | +1.8% | -1.0% | +2.8% | -3.0% |
| 3Y | +69.5% | +56.5% | +13.0% | +23.2% |
| 5Y | -18.0% | -26.2% | +8.2% | -22.6% |
| All | -18.0% | -25.2% | +7.2% | -22.6% |
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