+70.7%
AA vs RACE
+36.9%
+33.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -0.7% | -2.5% | +1.8% | 0.0% |
| 30D | +5.0% | +0.8% | +4.2% | +4.8% |
| 3M | -35.8% | +17.2% | -53.0% | -38.6% |
| 6M | -18.4% | +13.6% | -32.0% | -21.7% |
| YTD | -5.5% | +12.2% | -17.7% | -9.2% |
| 1Y | +61.0% | -16.3% | +77.2% | +68.2% |
| All | +70.7% | +36.9% | +33.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling