-68.6%
AAL vs TRU
+183.1%
-251.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | 0.0% | -0.1% | 0.0% |
| 30D | +11.7% | +21.3% | -9.6% | -0.2% |
| 3M | -12.5% | +0.2% | -12.8% | -13.8% |
| 6M | +3.6% | +22.4% | -18.8% | -9.8% |
| YTD | -14.1% | -4.8% | -9.3% | -14.9% |
| 1Y | +0.8% | -0.2% | +0.9% | -3.1% |
| 3Y | +11.8% | +57.9% | -46.1% | -22.4% |
| 5Y | -35.1% | -26.1% | -9.0% | -30.3% |
| All | -68.6% | +183.1% | -251.7% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling