+2.1%
AAL vs TRU
-7.3%
+9.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.2% | +3.5% |
| 7D | -3.7% | -6.8% | +3.0% | -1.3% |
| 30D | -20.8% | 0.0% | -20.8% | -21.1% |
| 3M | -1.3% | +13.3% | -14.6% | -7.0% |
| 6M | +5.4% | +3.4% | +1.9% | +2.1% |
| YTD | -14.4% | -6.4% | -8.0% | -14.5% |
| 1Y | +2.1% | -9.7% | +11.8% | -0.7% |
| All | +2.1% | -7.3% | +9.4% | -0.7% |
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