+215.6%
TRU vs AEE
+286.5%
-70.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -9.4% | -0.7% | -8.7% | -9.1% |
| 30D | -4.1% | -2.0% | -2.1% | -3.3% |
| 3M | +13.6% | -2.8% | +16.4% | +15.0% |
| 6M | +3.6% | -3.6% | +7.1% | +4.9% |
| YTD | -9.8% | +7.3% | -17.1% | -13.5% |
| 1Y | -13.6% | +8.7% | -22.4% | -17.7% |
| 3Y | -2.0% | +46.0% | -48.0% | -20.1% |
| 5Y | -35.8% | +39.8% | -75.6% | -46.8% |
| 10Y | +142.9% | +191.4% | -48.5% | +56.3% |
| All | +215.6% | +286.5% | -70.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 all: compounded portfolio wealth divided by compounded AEE 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…
all analysis · Full analysis span regression · 6 months rolling