+66.3%
AA vs RACE
+740.1%
-673.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.7% |
| 7D | +0.9% | +5.1% | -4.2% | -1.7% |
| 30D | -6.7% | +7.7% | -14.4% | -10.3% |
| 3M | -16.3% | +2.2% | -18.5% | -17.5% |
| 6M | -37.1% | +23.8% | -60.9% | -44.4% |
| YTD | -25.0% | +13.9% | -38.9% | -31.6% |
| 1Y | +8.6% | +3.8% | +4.8% | +4.0% |
| 3Y | +57.2% | +28.0% | +29.2% | +22.9% |
| 5Y | -13.0% | +64.9% | -78.0% | -43.2% |
| All | +66.3% | +740.1% | -673.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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