+45.0%
AA vs RACE
+740.2%
-695.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -5.0% | +6.6% | -11.6% | -8.2% |
| 3M | -22.2% | +2.2% | -24.4% | -23.2% |
| 6M | -36.3% | +22.4% | -58.7% | -43.4% |
| YTD | -24.2% | +13.8% | -38.0% | -30.8% |
| 1Y | +3.9% | +2.2% | +1.7% | +0.4% |
| 3Y | +67.6% | +25.6% | +41.9% | +32.6% |
| 5Y | -8.8% | +71.0% | -79.8% | -42.0% |
| 10Y | +45.0% | +739.1% | -694.1% | -62.5% |
| All | +45.0% | +740.2% | -695.2% | -62.5% |
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