-65.2%
AAL vs TRU
+144.8%
-210.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.9% | -9.4% | +8.5% | +4.5% |
| 30D | -16.0% | -4.1% | -11.8% | -14.4% |
| 3M | -4.2% | +13.6% | -17.8% | -12.1% |
| 6M | +15.7% | +3.6% | +12.1% | +11.4% |
| YTD | -16.2% | -9.8% | -6.4% | -13.7% |
| 1Y | +0.2% | -13.6% | +13.9% | +5.0% |
| 3Y | -8.1% | -2.0% | -6.1% | -16.3% |
| 5Y | -32.2% | -35.8% | +3.6% | -20.3% |
| All | -65.2% | +144.8% | -210.0% | -77.0% |
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 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