+75.7%
AA vs RACE
+26.8%
+48.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.6% |
| 7D | +4.8% | +3.9% | +0.9% | +3.8% |
| 30D | -0.6% | +7.4% | -8.1% | -2.5% |
| 3M | -16.3% | +1.6% | -17.9% | -16.6% |
| 6M | -33.4% | +23.3% | -56.7% | -36.9% |
| YTD | -20.7% | +14.7% | -35.3% | -23.9% |
| 1Y | +12.9% | +2.5% | +10.4% | +11.4% |
| 3Y | +75.7% | +28.0% | +47.7% | +60.2% |
| All | +75.7% | +26.8% | +48.9% | +60.2% |
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